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Goldman Sachs Call 400 M4I 21.06..../  DE000GX8Z5D9  /

EUWAX
2024-06-04  10:20:34 AM Chg.-0.52 Bid12:25:10 PM Ask12:25:10 PM Underlying Strike price Expiration date Option type
4.04EUR -11.40% 3.89
Bid Size: 5,000		 3.96
Ask Size: 5,000		 MASTERCARD INC.A DL-... 400.00 - 2024-06-21 Call
 

Master data

WKN: GX8Z5D
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MASTERCARD INC.A DL-,0001
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2024-06-21
Issue date: 2022-09-08
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 9.72
Leverage: Yes

Calculated values

Fair value: 0.91
Intrinsic value: 0.63
Implied volatility: 1.10
Historic volatility: 0.14
Parity: 0.63
Time value: 3.55
Break-even: 441.80
Moneyness: 1.02
Premium: 0.09
Premium p.a.: 5.03
Spread abs.: 0.07
Spread %: 1.70%
Delta: 0.58
Theta: -1.13
Omega: 5.60
Rho: 0.09
 

Quote data

Open: 4.04
High: 4.04
Low: 4.04
Previous Close: 4.56
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.30%
1 Month
  -5.39%
3 Months
  -48.67%
YTD
  -3.81%
1 Year  
+28.66%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.66 4.01
1M High / 1M Low: 5.85 4.01
6M High / 6M Low: 8.87 3.32
High (YTD): 2024-03-22 8.87
Low (YTD): 2024-01-05 3.58
52W High: 2024-03-22 8.87
52W Low: 2023-10-27 1.72
Avg. price 1W:   4.29
Avg. volume 1W:   0.00
Avg. price 1M:   5.15
Avg. volume 1M:   0.00
Avg. price 6M:   5.81
Avg. volume 6M:   0.00
Avg. price 1Y:   4.66
Avg. volume 1Y:   0.00
Volatility 1M:   92.82%
Volatility 6M:   96.46%
Volatility 1Y:   99.32%
Volatility 3Y:   -