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

EUWAX
2024-06-04  10:20:35 AM Chg.-0.53 Bid1:26:43 PM Ask1:26:43 PM Underlying Strike price Expiration date Option type
6.77EUR -7.26% 6.74
Bid Size: 5,000		 6.81
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: 5.89
Leverage: Yes

Calculated values

Fair value: 3.70
Intrinsic value: 3.63
Implied volatility: 1.45
Historic volatility: 0.14
Parity: 3.63
Time value: 3.27
Break-even: 439.00
Moneyness: 1.10
Premium: 0.08
Premium p.a.: 4.26
Spread abs.: 0.07
Spread %: 1.02%
Delta: 0.68
Theta: -1.37
Omega: 3.99
Rho: 0.10
 

Quote data

Open: 6.77
High: 6.77
Low: 6.77
Previous Close: 7.30
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.39%
1 Month
  -2.59%
3 Months
  -35.46%
YTD  
+6.11%
1 Year  
+44.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.39 6.74
1M High / 1M Low: 8.57 6.74
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:   7.03
Avg. volume 1W:   0.00
Avg. price 1M:   7.89
Avg. volume 1M:   0.00
Avg. price 6M:   8.32
Avg. volume 6M:   7.52
Avg. price 1Y:   6.79
Avg. volume 1Y:   3.70
Volatility 1M:   59.39%
Volatility 6M:   70.30%
Volatility 1Y:   75.47%
Volatility 3Y:   -