OverviewChartNewsTraderScreen

Goldman Sachs Call 60 TRVC 21.06..../  DE000GK72RK3  /

EUWAX
2024-05-30  11:29:02 AM Chg.- Bid9:04:14 AM Ask9:04:14 AM Underlying Strike price Expiration date Option type
0.270EUR - 0.260
Bid Size: 30,000		 -
Ask Size: -		 CITIGROUP INC. DL -,... 60.00 - 2024-06-21 Call
 

Master data

WKN: GK72RK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CITIGROUP INC. DL -,01
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2024-06-21
Issue date: 2022-07-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.18
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.19
Parity: -0.28
Time value: 0.27
Break-even: 62.70
Moneyness: 0.95
Premium: 0.10
Premium p.a.: 3.97
Spread abs.: 0.01
Spread %: 3.85%
Delta: 0.42
Theta: -0.09
Omega: 8.98
Rho: 0.01
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -18.18%
3 Months  
+125.00%
YTD  
+200.00%
1 Year  
+170.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.270
1M High / 1M Low: 0.490 0.270
6M High / 6M Low: 0.500 0.037
High (YTD): 2024-04-02 0.500
Low (YTD): 2024-01-18 0.065
52W High: 2024-04-02 0.500
52W Low: 2023-10-24 0.012
Avg. price 1W:   0.330
Avg. volume 1W:   0.000
Avg. price 1M:   0.376
Avg. volume 1M:   0.000
Avg. price 6M:   0.209
Avg. volume 6M:   80
Avg. price 1Y:   0.132
Avg. volume 1Y:   39.063
Volatility 1M:   220.98%
Volatility 6M:   306.64%
Volatility 1Y:   246.23%
Volatility 3Y:   -