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Goldman Sachs Call 210 AEC1 21.06.../  DE000GK8BGW1  /

EUWAX
2024-06-04  9:59:49 AM Chg.-0.40 Bid4:40:33 PM Ask4:40:33 PM Underlying Strike price Expiration date Option type
2.48EUR -13.89% 2.72
Bid Size: 30,000		 2.74
Ask Size: 30,000		 AMER. EXPRESS DL... 210.00 - 2024-06-21 Call
 

Master data

WKN: GK8BGW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AMER. EXPRESS DL -,20
Type: Warrant
Option type: Call
Strike price: 210.00 -
Maturity: 2024-06-21
Issue date: 2022-07-28
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.42
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.72
Implied volatility: 1.19
Historic volatility: 0.19
Parity: 0.72
Time value: 1.86
Break-even: 235.80
Moneyness: 1.03
Premium: 0.09
Premium p.a.: 4.85
Spread abs.: 0.03
Spread %: 1.18%
Delta: 0.60
Theta: -0.64
Omega: 5.09
Rho: 0.05
 

Quote data

Open: 2.48
High: 2.48
Low: 2.48
Previous Close: 2.88
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.75%
1 Month  
+6.44%
3 Months  
+42.53%
YTD  
+396.00%
1 Year  
+293.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.88 2.51
1M High / 1M Low: 3.19 2.28
6M High / 6M Low: 3.19 0.14
High (YTD): 2024-05-20 3.19
Low (YTD): 2024-01-18 0.26
52W High: 2024-05-20 3.19
52W Low: 2023-10-30 0.05
Avg. price 1W:   2.62
Avg. volume 1W:   0.00
Avg. price 1M:   2.79
Avg. volume 1M:   0.00
Avg. price 6M:   1.50
Avg. volume 6M:   0.00
Avg. price 1Y:   0.88
Avg. volume 1Y:   0.00
Volatility 1M:   112.54%
Volatility 6M:   239.69%
Volatility 1Y:   212.62%
Volatility 3Y:   -