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Goldman Sachs Call 90 DWD 21.06.2.../  DE000GK7SWR4  /

EUWAX
2024-06-14  10:12:47 AM Chg.-0.040 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.470EUR -7.84% -
Bid Size: -		 -
Ask Size: -		 MORGAN STANLEY D... 90.00 - 2024-06-21 Call
 

Master data

WKN: GK7SWR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MORGAN STANLEY DL-,01
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-06-21
Issue date: 2022-07-18
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 17.05
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 1.18
Historic volatility: 0.22
Parity: -0.13
Time value: 0.52
Break-even: 95.20
Moneyness: 0.99
Premium: 0.07
Premium p.a.: 39.65
Spread abs.: 0.01
Spread %: 1.96%
Delta: 0.50
Theta: -0.42
Omega: 8.49
Rho: 0.01
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.510
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -29.85%
1 Month
  -50.00%
3 Months  
+20.51%
YTD
  -39.74%
1 Year
  -45.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.690 0.470
1M High / 1M Low: 1.090 0.470
6M High / 6M Low: 1.090 0.240
High (YTD): 2024-05-22 1.090
Low (YTD): 2024-04-15 0.240
52W High: 2024-05-22 1.090
52W Low: 2023-11-01 0.090
Avg. price 1W:   0.568
Avg. volume 1W:   0.000
Avg. price 1M:   0.792
Avg. volume 1M:   0.000
Avg. price 6M:   0.518
Avg. volume 6M:   0.000
Avg. price 1Y:   0.494
Avg. volume 1Y:   0.000
Volatility 1M:   138.08%
Volatility 6M:   212.39%
Volatility 1Y:   235.39%
Volatility 3Y:   -