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Goldman Sachs Call 800 1YD 21.06..../  DE000GK9UDK1  /

EUWAX
2024-06-20  9:54:35 AM Chg.+0.29 Bid2:39:37 PM Ask2:39:37 PM Underlying Strike price Expiration date Option type
9.59EUR +3.12% 9.35
Bid Size: 500		 10.85
Ask Size: 500		 BROADCOM INC. DL... 800.00 - 2024-06-21 Call
 

Master data

WKN: GK9UDK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BROADCOM INC. DL-,001
Type: Warrant
Option type: Call
Strike price: 800.00 -
Maturity: 2024-06-21
Issue date: 2022-09-02
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 1.74
Leverage: Yes

Calculated values

Fair value: 8.77
Intrinsic value: 8.77
Implied volatility: 15.50
Historic volatility: 0.34
Parity: 8.77
Time value: 0.88
Break-even: 1,765.00
Moneyness: 2.10
Premium: 0.05
Premium p.a.: 0.00
Spread abs.: 0.30
Spread %: 3.21%
Delta: 0.91
Theta: -113.91
Omega: 1.58
Rho: 0.02
 

Quote data

Open: 9.59
High: 9.59
Low: 9.59
Previous Close: 9.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.03%
1 Month  
+72.17%
3 Months  
+132.20%
YTD  
+205.41%
1 Year  
+543.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.03 7.99
1M High / 1M Low: 10.03 4.77
6M High / 6M Low: 10.03 2.48
High (YTD): 2024-06-18 10.03
Low (YTD): 2024-01-05 2.48
52W High: 2024-06-18 10.03
52W Low: 2023-09-21 1.06
Avg. price 1W:   8.96
Avg. volume 1W:   0.00
Avg. price 1M:   6.32
Avg. volume 1M:   0.00
Avg. price 6M:   4.69
Avg. volume 6M:   0.00
Avg. price 1Y:   3.08
Avg. volume 1Y:   0.00
Volatility 1M:   122.50%
Volatility 6M:   98.65%
Volatility 1Y:   112.93%
Volatility 3Y:   -