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Goldman Sachs Call 140 ALV 21.06..../  DE000GK7B0R6  /

EUWAX
2024-05-17  10:35:53 AM Chg.-0.04 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
12.75EUR -0.31% -
Bid Size: -		 -
Ask Size: -		 ALLIANZ SE NA O.N. 140.00 - 2024-06-21 Call
 

Master data

WKN: GK7B0R
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ALLIANZ SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-06-21
Issue date: 2022-06-30
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.07
Leverage: Yes

Calculated values

Fair value: 12.79
Intrinsic value: 12.74
Implied volatility: 1.21
Historic volatility: 0.16
Parity: 12.74
Time value: 0.16
Break-even: 269.00
Moneyness: 1.91
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.20
Spread %: 1.57%
Delta: 0.97
Theta: -0.10
Omega: 2.02
Rho: 0.12
 

Quote data

Open: 12.75
High: 12.75
Low: 12.75
Previous Close: 12.79
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.39%
1 Month  
+5.46%
3 Months  
+16.87%
YTD  
+22.01%
1 Year  
+60.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.79 12.42
1M High / 1M Low: 13.34 12.09
6M High / 6M Low: 13.85 9.21
High (YTD): 2024-03-28 13.85
Low (YTD): 2024-01-11 10.31
52W High: 2024-03-28 13.85
52W Low: 2023-05-31 6.92
Avg. price 1W:   12.63
Avg. volume 1W:   0.00
Avg. price 1M:   12.67
Avg. volume 1M:   0.00
Avg. price 6M:   11.43
Avg. volume 6M:   0.00
Avg. price 1Y:   9.83
Avg. volume 1Y:   0.00
Volatility 1M:   46.80%
Volatility 6M:   31.80%
Volatility 1Y:   34.69%
Volatility 3Y:   -