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Goldman Sachs Call 500 ASME 21.06.../  DE000GK70E50  /

EUWAX
2024-05-31  9:49:20 AM Chg.- Bid8:55:02 AM Ask8:55:02 AM Underlying Strike price Expiration date Option type
37.94EUR - -
Bid Size: -		 -
Ask Size: -		 ASML HOLDING EO -... 500.00 - 2024-06-21 Call
 

Master data

WKN: GK70E5
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ASML HOLDING EO -,09
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 2024-06-21
Issue date: 2022-07-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.15
Leverage: Yes

Calculated values

Fair value: 37.17
Intrinsic value: 37.08
Implied volatility: 2.60
Historic volatility: 0.29
Parity: 37.08
Time value: 3.41
Break-even: 904.90
Moneyness: 1.74
Premium: 0.04
Premium p.a.: 1.18
Spread abs.: 2.69
Spread %: 7.12%
Delta: 0.89
Theta: -2.59
Omega: 1.92
Rho: 0.18
 

Quote data

Open: 37.94
High: 37.94
Low: 37.94
Previous Close: 38.55
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.13%
1 Month  
+16.74%
3 Months
  -2.77%
YTD  
+87.36%
1 Year  
+79.30%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 40.22 37.94
1M High / 1M Low: 40.22 32.50
6M High / 6M Low: 45.14 15.04
High (YTD): 2024-03-08 45.14
Low (YTD): 2024-01-05 15.36
52W High: 2024-03-08 45.14
52W Low: 2023-09-26 8.54
Avg. price 1W:   38.81
Avg. volume 1W:   0.00
Avg. price 1M:   36.36
Avg. volume 1M:   0.00
Avg. price 6M:   31.87
Avg. volume 6M:   0.00
Avg. price 1Y:   22.96
Avg. volume 1Y:   0.00
Volatility 1M:   53.78%
Volatility 6M:   80.69%
Volatility 1Y:   84.61%
Volatility 3Y:   -