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Goldman Sachs Call 40 FRA 21.06.2.../  DE000GK9FSC7  /

EUWAX
2024-06-03  6:26:57 PM Chg.+0.07 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
1.37EUR +5.38% -
Bid Size: -		 -
Ask Size: -		 FRAPORT AG FFM.AIRPO... 40.00 - 2024-06-21 Call
 

Master data

WKN: GK9FSC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 40.00 -
Maturity: 2024-06-21
Issue date: 2022-08-25
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.88
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 1.31
Implied volatility: 1.03
Historic volatility: 0.28
Parity: 1.31
Time value: 0.06
Break-even: 53.70
Moneyness: 1.33
Premium: 0.01
Premium p.a.: 0.26
Spread abs.: 0.09
Spread %: 7.03%
Delta: 0.91
Theta: -0.06
Omega: 3.54
Rho: 0.02
 

Quote data

Open: 1.35
High: 1.38
Low: 1.33
Previous Close: 1.30
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.13%
1 Month  
+55.68%
3 Months  
+21.24%
YTD
  -16.97%
1 Year  
+5.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.37 1.15
1M High / 1M Low: 1.37 0.81
6M High / 6M Low: 1.85 0.59
High (YTD): 2024-01-10 1.68
Low (YTD): 2024-04-16 0.59
52W High: 2023-12-14 1.85
52W Low: 2024-04-16 0.59
Avg. price 1W:   1.25
Avg. volume 1W:   0.00
Avg. price 1M:   1.11
Avg. volume 1M:   0.00
Avg. price 6M:   1.27
Avg. volume 6M:   0.00
Avg. price 1Y:   1.26
Avg. volume 1Y:   0.00
Volatility 1M:   144.03%
Volatility 6M:   103.54%
Volatility 1Y:   101.81%
Volatility 3Y:   -