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Goldman Sachs Call 50 FRA 21.06.2.../  DE000GK9UE28  /

EUWAX
2024-06-10  10:20:39 AM Chg.-0.040 Bid11:41:36 AM Ask11:41:36 AM Underlying Strike price Expiration date Option type
0.390EUR -9.30% 0.360
Bid Size: 20,000		 0.380
Ask Size: 20,000		 FRAPORT AG FFM.AIRPO... 50.00 - 2024-06-21 Call
 

Master data

WKN: GK9UE2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FRAPORT AG FFM.AIRPORT
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2022-09-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.33
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.40
Implied volatility: 0.61
Historic volatility: 0.28
Parity: 0.40
Time value: 0.08
Break-even: 54.76
Moneyness: 1.08
Premium: 0.02
Premium p.a.: 0.64
Spread abs.: 0.05
Spread %: 11.74%
Delta: 0.78
Theta: -0.08
Omega: 8.86
Rho: 0.01
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.50%
1 Month  
+254.55%
3 Months
  -23.53%
YTD
  -54.65%
1 Year
  -30.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.400
1M High / 1M Low: 0.430 0.110
6M High / 6M Low: 1.040 0.090
High (YTD): 2024-01-10 0.880
Low (YTD): 2024-04-16 0.090
52W High: 2023-12-15 1.040
52W Low: 2024-04-16 0.090
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   0.297
Avg. volume 1M:   4,238.095
Avg. price 6M:   0.475
Avg. volume 6M:   717.742
Avg. price 1Y:   0.569
Avg. volume 1Y:   350.394
Volatility 1M:   451.97%
Volatility 6M:   249.86%
Volatility 1Y:   202.28%
Volatility 3Y:   -