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Goldman Sachs Call 7.95 INN1 21.0.../  DE000GK9RWY8  /

EUWAX
2024-05-28  4:04:12 PM Chg.+0.07 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
8.51EUR +0.83% -
Bid Size: -		 -
Ask Size: -		 ING GROEP NV EO... 7.95 - 2024-06-21 Call
 

Master data

WKN: GK9RWY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 7.95 -
Maturity: 2024-06-21
Issue date: 2022-09-01
Last trading day: 2024-06-20
Ratio: 1:1.01
Exercise type: American
Quanto: -
Gearing: 1.90
Leverage: Yes

Calculated values

Fair value: 8.36
Intrinsic value: 8.34
Implied volatility: 2.02
Historic volatility: 0.21
Parity: 8.34
Time value: 0.24
Break-even: 16.47
Moneyness: 2.04
Premium: 0.01
Premium p.a.: 0.25
Spread abs.: 0.20
Spread %: 2.39%
Delta: 0.95
Theta: -0.02
Omega: 1.81
Rho: 0.00
 

Quote data

Open: 8.57
High: 8.57
Low: 8.51
Previous Close: 8.44
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.62%
1 Month  
+17.87%
3 Months  
+77.66%
YTD  
+46.47%
1 Year  
+87.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.65 8.44
1M High / 1M Low: 8.77 7.05
6M High / 6M Low: 8.77 4.14
High (YTD): 2024-05-20 8.77
Low (YTD): 2024-02-08 4.14
52W High: 2024-05-20 8.77
52W Low: 2023-05-31 3.95
Avg. price 1W:   8.53
Avg. volume 1W:   0.00
Avg. price 1M:   8.26
Avg. volume 1M:   0.00
Avg. price 6M:   6.18
Avg. volume 6M:   0.00
Avg. price 1Y:   5.54
Avg. volume 1Y:   0.00
Volatility 1M:   49.20%
Volatility 6M:   47.51%
Volatility 1Y:   51.36%
Volatility 3Y:   -