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Goldman Sachs Call 200 MUV2 21.06.../  DE000GK7ARW2  /

EUWAX
2024-05-28  4:18:06 PM Chg.-0.63 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
25.90EUR -2.37% -
Bid Size: -		 -
Ask Size: -		 MUENCH.RUECKVERS.VNA... 200.00 EUR 2024-06-21 Call
 

Master data

WKN: GK7ARW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 200.00 EUR
Maturity: 2024-06-21
Issue date: 2022-06-30
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.73
Leverage: Yes

Calculated values

Fair value: 26.30
Intrinsic value: 26.25
Implied volatility: 2.07
Historic volatility: 0.17
Parity: 26.25
Time value: 0.43
Break-even: 466.80
Moneyness: 2.31
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.30
Spread %: 1.14%
Delta: 0.97
Theta: -0.39
Omega: 1.68
Rho: 0.12
 

Quote data

Open: 26.19
High: 26.19
Low: 25.90
Previous Close: 26.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.23%
1 Month  
+22.63%
3 Months  
+13.95%
YTD  
+43.89%
1 Year  
+81.37%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 26.53 25.71
1M High / 1M Low: 26.53 21.01
6M High / 6M Low: 26.53 17.87
High (YTD): 2024-05-27 26.53
Low (YTD): 2024-01-11 17.87
52W High: 2024-05-27 26.53
52W Low: 2023-06-09 13.29
Avg. price 1W:   26.18
Avg. volume 1W:   0.00
Avg. price 1M:   24.15
Avg. volume 1M:   0.00
Avg. price 6M:   21.51
Avg. volume 6M:   0.00
Avg. price 1Y:   18.80
Avg. volume 1Y:   0.00
Volatility 1M:   40.07%
Volatility 6M:   36.50%
Volatility 1Y:   33.32%
Volatility 3Y:   -