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Goldman Sachs Call 355 M4I 21.06..../  DE000GX8Z5G2  /

EUWAX
2024-06-04  10:20:33 AM Chg.-0.54 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
8.14EUR -6.22% -
Bid Size: -		 -
Ask Size: -		 MASTERCARD INC.A DL-... 355.00 - 2024-06-21 Call
 

Master data

WKN: GX8Z5G
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MASTERCARD INC.A DL-,0001
Type: Warrant
Option type: Call
Strike price: 355.00 -
Maturity: 2024-06-21
Issue date: 2022-09-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.91
Leverage: Yes

Calculated values

Fair value: 5.19
Intrinsic value: 5.13
Implied volatility: 1.62
Historic volatility: 0.14
Parity: 5.13
Time value: 3.14
Break-even: 437.70
Moneyness: 1.14
Premium: 0.08
Premium p.a.: 3.94
Spread abs.: 0.07
Spread %: 0.85%
Delta: 0.71
Theta: -1.44
Omega: 3.51
Rho: 0.10
 

Quote data

Open: 8.14
High: 8.14
Low: 8.14
Previous Close: 8.68
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.08%
1 Month
  -2.16%
3 Months
  -31.13%
YTD  
+7.67%
1 Year  
+45.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.76 8.12
1M High / 1M Low: 9.94 8.12
6M High / 6M Low: 12.89 6.47
High (YTD): 2024-03-22 12.89
Low (YTD): 2024-01-05 6.85
52W High: 2024-03-22 12.89
52W Low: 2023-10-27 3.93
Avg. price 1W:   8.40
Avg. volume 1W:   0.00
Avg. price 1M:   9.26
Avg. volume 1M:   0.00
Avg. price 6M:   9.62
Avg. volume 6M:   0.00
Avg. price 1Y:   7.94
Avg. volume 1Y:   0.00
Volatility 1M:   50.52%
Volatility 6M:   61.06%
Volatility 1Y:   66.26%
Volatility 3Y:   -