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Goldman Sachs Call 50 TRVC 21.06..../  DE000GK72RC0  /

EUWAX
2024-06-07  10:07:54 AM Chg.+0.01 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
1.11EUR +0.91% -
Bid Size: -		 -
Ask Size: -		 CITIGROUP INC. DL -,... 50.00 - 2024-06-21 Call
 

Master data

WKN: GK72RC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CITIGROUP INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2022-07-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.97
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.72
Implied volatility: 1.82
Historic volatility: 0.19
Parity: 0.72
Time value: 0.43
Break-even: 61.50
Moneyness: 1.14
Premium: 0.08
Premium p.a.: 6.67
Spread abs.: 0.05
Spread %: 4.55%
Delta: 0.71
Theta: -0.26
Omega: 3.55
Rho: 0.01
 

Quote data

Open: 1.11
High: 1.11
Low: 1.11
Previous Close: 1.10
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.77%
1 Month
  -9.02%
3 Months  
+38.75%
YTD  
+177.50%
1 Year  
+146.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.15 1.04
1M High / 1M Low: 1.38 1.04
6M High / 6M Low: 1.38 0.25
High (YTD): 2024-05-22 1.38
Low (YTD): 2024-01-18 0.35
52W High: 2024-05-22 1.38
52W Low: 2023-10-25 0.05
Avg. price 1W:   1.10
Avg. volume 1W:   0.00
Avg. price 1M:   1.23
Avg. volume 1M:   0.00
Avg. price 6M:   0.81
Avg. volume 6M:   0.00
Avg. price 1Y:   0.49
Avg. volume 1Y:   0.00
Volatility 1M:   73.09%
Volatility 6M:   148.34%
Volatility 1Y:   155.56%
Volatility 3Y:   -