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Goldman Sachs Call 260 MUV2 21.06.../  DE000GK7AQ61  /

EUWAX
2024-05-27  9:27:29 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
20.56EUR - -
Bid Size: -		 -
Ask Size: -		 MUENCH.RUECKVERS.VNA... 260.00 EUR 2024-06-21 Call
 

Master data

WKN: GK7AQ6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 260.00 EUR
Maturity: 2024-06-21
Issue date: 2022-06-30
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.24
Leverage: Yes

Calculated values

Fair value: 20.28
Intrinsic value: 20.21
Implied volatility: 1.40
Historic volatility: 0.17
Parity: 20.21
Time value: 0.38
Break-even: 465.90
Moneyness: 1.78
Premium: 0.01
Premium p.a.: 0.13
Spread abs.: 0.99
Spread %: 5.05%
Delta: 0.96
Theta: -0.32
Omega: 2.16
Rho: 0.16
 

Quote data

Open: 20.56
High: 20.56
Low: 20.56
Previous Close: 19.73
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.75%
1 Month  
+35.53%
3 Months  
+22.60%
YTD  
+69.50%
1 Year  
+129.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 20.56 19.73
1M High / 1M Low: 20.56 15.05
6M High / 6M Low: 20.56 11.98
High (YTD): 2024-05-27 20.56
Low (YTD): 2024-01-11 11.98
52W High: 2024-05-27 20.56
52W Low: 2023-06-09 7.97
Avg. price 1W:   20.21
Avg. volume 1W:   0.00
Avg. price 1M:   18.19
Avg. volume 1M:   0.00
Avg. price 6M:   15.58
Avg. volume 6M:   0.00
Avg. price 1Y:   13.02
Avg. volume 1Y:   0.00
Volatility 1M:   54.54%
Volatility 6M:   50.05%
Volatility 1Y:   47.16%
Volatility 3Y:   -