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Goldman Sachs Call 45 TRVC 21.06..../  DE000GK72RQ0  /

EUWAX
2024-05-28  4:15:12 PM Chg.-0.04 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.69EUR -2.31% -
Bid Size: -		 -
Ask Size: -		 CITIGROUP INC. DL -,... 45.00 - 2024-06-21 Call
 

Master data

WKN: GK72RQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CITIGROUP INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 45.00 -
Maturity: 2024-06-21
Issue date: 2022-07-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.32
Leverage: Yes

Calculated values

Fair value: 1.36
Intrinsic value: 1.35
Implied volatility: 1.77
Historic volatility: 0.19
Parity: 1.35
Time value: 0.41
Break-even: 62.62
Moneyness: 1.30
Premium: 0.07
Premium p.a.: 1.79
Spread abs.: 0.01
Spread %: 0.57%
Delta: 0.79
Theta: -0.16
Omega: 2.63
Rho: 0.02
 

Quote data

Open: 1.72
High: 1.72
Low: 1.69
Previous Close: 1.73
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.15%
1 Month  
+1.20%
3 Months  
+70.71%
YTD  
+138.03%
1 Year  
+212.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.84 1.69
1M High / 1M Low: 1.84 1.55
6M High / 6M Low: 1.84 0.38
High (YTD): 2024-05-22 1.84
Low (YTD): 2024-01-18 0.66
52W High: 2024-05-22 1.84
52W Low: 2023-10-27 0.12
Avg. price 1W:   1.74
Avg. volume 1W:   0.00
Avg. price 1M:   1.70
Avg. volume 1M:   0.00
Avg. price 6M:   1.14
Avg. volume 6M:   0.00
Avg. price 1Y:   0.75
Avg. volume 1Y:   0.00
Volatility 1M:   61.88%
Volatility 6M:   109.24%
Volatility 1Y:   127.30%
Volatility 3Y:   -