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

EUWAX
2024-06-07  10:07:58 AM Chg.+0.010 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.240EUR +4.35% -
Bid Size: -
-
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: 25.20
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.19
Parity: -0.28
Time value: 0.23
Break-even: 62.27
Moneyness: 0.95
Premium: 0.09
Premium p.a.: 9.88
Spread abs.: 0.01
Spread %: 3.18%
Delta: 0.41
Theta: -0.13
Omega: 10.21
Rho: 0.01
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month
  -35.14%
3 Months  
+9.09%
YTD  
+166.67%
1 Year  
+60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.190
1M High / 1M Low: 0.490 0.190
6M High / 6M Low: 0.500 0.053
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:   0.238
Avg. volume 1W:   0.000
Avg. price 1M:   0.353
Avg. volume 1M:   0.000
Avg. price 6M:   0.219
Avg. volume 6M:   80.645
Avg. price 1Y:   0.135
Avg. volume 1Y:   39.216
Volatility 1M:   221.98%
Volatility 6M:   303.96%
Volatility 1Y:   247.65%
Volatility 3Y:   -