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Goldman Sachs Call 370 M4I 21.06..../  DE000GX8Z6F2  /

EUWAX
2024-05-29  10:20:37 AM Chg.-0.44 Bid10:22:19 AM Ask10:22:19 AM Underlying Strike price Expiration date Option type
6.95EUR -5.95% 6.95
Bid Size: 5,000		 7.02
Ask Size: 5,000		 MASTERCARD INC.A DL-... 370.00 - 2024-06-21 Call
 

Master data

WKN: GX8Z6F
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MASTERCARD INC.A DL-,0001
Type: Warrant
Option type: Call
Strike price: 370.00 -
Maturity: 2024-06-21
Issue date: 2022-09-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.70
Leverage: Yes

Calculated values

Fair value: 4.11
Intrinsic value: 4.02
Implied volatility: 1.25
Historic volatility: 0.14
Parity: 4.02
Time value: 3.17
Break-even: 441.90
Moneyness: 1.11
Premium: 0.08
Premium p.a.: 2.26
Spread abs.: 0.20
Spread %: 2.86%
Delta: 0.69
Theta: -1.01
Omega: 3.93
Rho: 0.13
 

Quote data

Open: 6.95
High: 6.95
Low: 6.95
Previous Close: 7.39
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.97%
1 Month
  -23.37%
3 Months
  -35.17%
YTD  
+8.93%
1 Year  
+44.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.37 7.39
1M High / 1M Low: 9.07 6.95
6M High / 6M Low: 11.55 5.32
High (YTD): 2024-03-22 11.55
Low (YTD): 2024-01-05 5.67
52W High: 2024-03-22 11.55
52W Low: 2023-10-27 3.08
Avg. price 1W:   7.95
Avg. volume 1W:   0.00
Avg. price 1M:   8.07
Avg. volume 1M:   0.00
Avg. price 6M:   8.30
Avg. volume 6M:   7.58
Avg. price 1Y:   6.74
Avg. volume 1Y:   3.69
Volatility 1M:   74.20%
Volatility 6M:   70.17%
Volatility 1Y:   77.01%
Volatility 3Y:   -