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Goldman Sachs Call 120 CMC 21.06..../  DE000GK74B18  /

EUWAX
2024-06-03  10:20:03 AM Chg.+0.33 Bid12:38:20 PM Ask12:38:20 PM Underlying Strike price Expiration date Option type
7.70EUR +4.48% 7.72
Bid Size: 5,000		 7.87
Ask Size: 5,000		 JPMORGAN CHASE ... 120.00 - 2024-06-21 Call
 

Master data

WKN: GK74B1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: JPMORGAN CHASE DL 1
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-06-21
Issue date: 2022-07-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.41
Leverage: Yes

Calculated values

Fair value: 6.69
Intrinsic value: 6.67
Implied volatility: 2.58
Historic volatility: 0.15
Parity: 6.67
Time value: 1.07
Break-even: 197.40
Moneyness: 1.56
Premium: 0.06
Premium p.a.: 2.09
Spread abs.: 0.05
Spread %: 0.65%
Delta: 0.86
Theta: -0.68
Omega: 2.06
Rho: 0.04
 

Quote data

Open: 7.70
High: 7.70
Low: 7.70
Previous Close: 7.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.54%
1 Month  
+14.75%
3 Months  
+23.60%
YTD  
+63.83%
1 Year  
+182.05%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.51 7.23
1M High / 1M Low: 8.04 6.66
6M High / 6M Low: 8.04 3.65
High (YTD): 2024-05-20 8.04
Low (YTD): 2024-01-17 4.52
52W High: 2024-05-20 8.04
52W Low: 2023-10-27 2.17
Avg. price 1W:   7.34
Avg. volume 1W:   0.00
Avg. price 1M:   7.26
Avg. volume 1M:   0.00
Avg. price 6M:   5.92
Avg. volume 6M:   0.00
Avg. price 1Y:   4.45
Avg. volume 1Y:   0.00
Volatility 1M:   59.01%
Volatility 6M:   48.96%
Volatility 1Y:   57.83%
Volatility 3Y:   -