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

EUWAX
2024-06-10  10:12:36 AM Chg.-0.27 Bid11:26:45 AM Ask11:26:45 AM Underlying Strike price Expiration date Option type
8.41EUR -3.11% 8.38
Bid Size: 10,000		 8.48
Ask Size: 10,000		 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: 1.88
Leverage: Yes

Calculated values

Fair value: 8.50
Intrinsic value: 8.49
Implied volatility: 3.22
Historic volatility: 0.21
Parity: 8.49
Time value: 0.30
Break-even: 16.68
Moneyness: 2.06
Premium: 0.02
Premium p.a.: 0.81
Spread abs.: 0.30
Spread %: 3.53%
Delta: 0.94
Theta: -0.05
Omega: 1.77
Rho: 0.00
 

Quote data

Open: 8.41
High: 8.41
Low: 8.41
Previous Close: 8.68
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.44%
1 Month  
+2.31%
3 Months  
+47.80%
YTD  
+44.75%
1 Year  
+92.01%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.71 8.23
1M High / 1M Low: 8.77 8.22
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: 2023-06-23 3.98
Avg. price 1W:   8.51
Avg. volume 1W:   0.00
Avg. price 1M:   8.49
Avg. volume 1M:   0.00
Avg. price 6M:   6.39
Avg. volume 6M:   0.00
Avg. price 1Y:   5.68
Avg. volume 1Y:   0.00
Volatility 1M:   31.61%
Volatility 6M:   48.02%
Volatility 1Y:   50.49%
Volatility 3Y:   -