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Goldman Sachs Call 160 ADS 21.06..../  DE000GK7CU48  /

EUWAX
2024-05-28  4:26:26 PM Chg.-0.18 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
6.19EUR -2.83% -
Bid Size: -		 -
Ask Size: -		 ADIDAS AG NA O.N. 160.00 - 2024-06-21 Call
 

Master data

WKN: GK7CU4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2022-07-01
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.31
Leverage: Yes

Calculated values

Fair value: 6.31
Intrinsic value: 6.27
Implied volatility: 1.21
Historic volatility: 0.29
Parity: 6.27
Time value: 0.46
Break-even: 227.30
Moneyness: 1.39
Premium: 0.02
Premium p.a.: 0.36
Spread abs.: 0.50
Spread %: 8.03%
Delta: 0.89
Theta: -0.28
Omega: 2.95
Rho: 0.09
 

Quote data

Open: 6.28
High: 6.28
Low: 6.19
Previous Close: 6.37
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.78%
1 Month
  -6.64%
3 Months  
+80.47%
YTD  
+87.01%
1 Year  
+196.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.92 6.25
1M High / 1M Low: 7.37 6.12
6M High / 6M Low: 7.37 1.75
High (YTD): 2024-04-29 7.37
Low (YTD): 2024-02-01 1.75
52W High: 2024-04-29 7.37
52W Low: 2024-02-01 1.75
Avg. price 1W:   6.51
Avg. volume 1W:   0.00
Avg. price 1M:   6.65
Avg. volume 1M:   0.00
Avg. price 6M:   4.10
Avg. volume 6M:   0.00
Avg. price 1Y:   3.51
Avg. volume 1Y:   0.00
Volatility 1M:   65.73%
Volatility 6M:   140.60%
Volatility 1Y:   134.23%
Volatility 3Y:   -