OverviewChartNewsTraderScreen

Goldman Sachs Call 90 DWD 21.06.2.../  DE000GK7SWR4  /

EUWAX
2024-05-31  10:59:14 AM Chg.+0.080 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.750EUR +11.94% -
Bid Size: -		 -
Ask Size: -		 MORGAN STANLEY D... 90.00 - 2024-06-21 Call
 

Master data

WKN: GK7SWR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MORGAN STANLEY DL-,01
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-06-21
Issue date: 2022-07-18
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.56
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.02
Implied volatility: 0.91
Historic volatility: 0.22
Parity: 0.02
Time value: 0.76
Break-even: 97.80
Moneyness: 1.00
Premium: 0.08
Premium p.a.: 3.39
Spread abs.: 0.01
Spread %: 1.30%
Delta: 0.55
Theta: -0.19
Omega: 6.36
Rho: 0.02
 

Quote data

Open: 0.750
High: 0.750
Low: 0.750
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.73%
1 Month  
+63.04%
3 Months  
+188.46%
YTD
  -3.85%
1 Year  
+8.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.920 0.670
1M High / 1M Low: 1.090 0.460
6M High / 6M Low: 1.090 0.190
High (YTD): 2024-05-22 1.090
Low (YTD): 2024-04-15 0.240
52W High: 2024-05-22 1.090
52W Low: 2023-11-01 0.090
Avg. price 1W:   0.808
Avg. volume 1W:   0.000
Avg. price 1M:   0.813
Avg. volume 1M:   0.000
Avg. price 6M:   0.492
Avg. volume 6M:   0.000
Avg. price 1Y:   0.499
Avg. volume 1Y:   0.000
Volatility 1M:   198.20%
Volatility 6M:   257.26%
Volatility 1Y:   235.56%
Volatility 3Y:   -