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Goldman Sachs Call 15 EVK 21.06.2.../  DE000GK9URM7  /

EUWAX
2024-06-05  5:17:10 PM Chg.-0.110 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.370EUR -22.92% -
Bid Size: -		 -
Ask Size: -		 EVONIK INDUSTRIES NA... 15.00 - 2024-06-21 Call
 

Master data

WKN: GK9URM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EVONIK INDUSTRIES NA O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 -
Maturity: 2024-06-21
Issue date: 2022-09-05
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.76
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.47
Implied volatility: 1.44
Historic volatility: 0.19
Parity: 0.47
Time value: 0.05
Break-even: 20.25
Moneyness: 1.32
Premium: 0.03
Premium p.a.: 0.82
Spread abs.: 0.03
Spread %: 6.06%
Delta: 0.86
Theta: -0.04
Omega: 3.22
Rho: 0.01
 

Quote data

Open: 0.380
High: 0.380
Low: 0.370
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.00%
1 Month
  -24.49%
3 Months  
+42.31%
YTD
  -7.50%
1 Year
  -19.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.480
1M High / 1M Low: 0.580 0.480
6M High / 6M Low: 0.580 0.230
High (YTD): 2024-05-15 0.580
Low (YTD): 2024-03-18 0.230
52W High: 2024-05-15 0.580
52W Low: 2024-03-18 0.230
Avg. price 1W:   0.502
Avg. volume 1W:   0.000
Avg. price 1M:   0.527
Avg. volume 1M:   0.000
Avg. price 6M:   0.358
Avg. volume 6M:   0.000
Avg. price 1Y:   0.362
Avg. volume 1Y:   0.000
Volatility 1M:   59.85%
Volatility 6M:   84.90%
Volatility 1Y:   83.03%
Volatility 3Y:   -