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

EUWAX
2024-06-04  9:58:17 AM Chg.-0.04 Bid10:59:34 AM Ask10:59:34 AM Underlying Strike price Expiration date Option type
1.33EUR -2.92% 1.29
Bid Size: 20,000		 1.31
Ask Size: 20,000		 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: 3.73
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 1.37
Implied volatility: 1.14
Historic volatility: 0.28
Parity: 1.37
Time value: 0.07
Break-even: 54.40
Moneyness: 1.34
Premium: 0.01
Premium p.a.: 0.32
Spread abs.: 0.11
Spread %: 8.27%
Delta: 0.91
Theta: -0.07
Omega: 3.39
Rho: 0.02
 

Quote data

Open: 1.33
High: 1.33
Low: 1.33
Previous Close: 1.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.65%
1 Month  
+51.14%
3 Months  
+17.70%
YTD
  -19.39%
1 Year  
+2.31%
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:   -