OverviewChartNewsTraderScreen

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

EUWAX
2024-05-30  11:28:59 AM Chg.- Bid9:04:12 AM Ask9:04:12 AM Underlying Strike price Expiration date Option type
1.13EUR - 1.12
Bid Size: 30,000		 -
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: 5.03
Leverage: Yes

Calculated values

Fair value: 0.73
Intrinsic value: 0.72
Implied volatility: 1.40
Historic volatility: 0.19
Parity: 0.72
Time value: 0.42
Break-even: 61.36
Moneyness: 1.14
Premium: 0.07
Premium p.a.: 2.41
Spread abs.: 0.01
Spread %: 0.89%
Delta: 0.72
Theta: -0.16
Omega: 3.61
Rho: 0.02
 

Quote data

Open: 1.13
High: 1.13
Low: 1.13
Previous Close: 1.15
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.87%
1 Month
  -0.88%
3 Months  
+88.33%
YTD  
+182.50%
1 Year  
+276.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.27 1.13
1M High / 1M Low: 1.38 1.09
6M High / 6M Low: 1.38 0.18
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:   1.20
Avg. volume 1W:   0.00
Avg. price 1M:   1.24
Avg. volume 1M:   0.00
Avg. price 6M:   0.76
Avg. volume 6M:   0.00
Avg. price 1Y:   0.48
Avg. volume 1Y:   0.00
Volatility 1M:   80.92%
Volatility 6M:   156.49%
Volatility 1Y:   156.52%
Volatility 3Y:   -