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Goldman Sachs Call 10 NDX1 21.06..../  DE000GK9ET70  /

EUWAX
2024-06-05  4:29:43 PM Chg.-0.05 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
4.41EUR -1.12% -
Bid Size: -		 -
Ask Size: -		 NORDEX SE O.N. 10.00 - 2024-06-21 Call
 

Master data

WKN: GK9ET7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 10.00 -
Maturity: 2024-06-21
Issue date: 2022-08-24
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 2.65
Leverage: Yes

Calculated values

Fair value: 4.42
Intrinsic value: 4.40
Implied volatility: 2.67
Historic volatility: 0.40
Parity: 4.40
Time value: 1.03
Break-even: 15.43
Moneyness: 1.44
Premium: 0.07
Premium p.a.: 3.84
Spread abs.: 0.70
Spread %: 14.80%
Delta: 0.82
Theta: -0.07
Omega: 2.19
Rho: 0.00
 

Quote data

Open: 4.50
High: 4.57
Low: 4.41
Previous Close: 4.46
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.15%
1 Month  
+11.65%
3 Months  
+89.27%
YTD  
+150.57%
1 Year  
+22.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.70 4.36
1M High / 1M Low: 5.23 3.79
6M High / 6M Low: 5.23 0.88
High (YTD): 2024-05-14 5.23
Low (YTD): 2024-02-26 0.88
52W High: 2024-05-14 5.23
52W Low: 2024-02-26 0.88
Avg. price 1W:   4.56
Avg. volume 1W:   0.00
Avg. price 1M:   4.50
Avg. volume 1M:   0.00
Avg. price 6M:   2.38
Avg. volume 6M:   4
Avg. price 1Y:   2.62
Avg. volume 1Y:   1.95
Volatility 1M:   82.70%
Volatility 6M:   181.32%
Volatility 1Y:   149.95%
Volatility 3Y:   -