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

EUWAX
2024-06-07  10:54:48 AM Chg.-0.38 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
7.04EUR -5.12% -
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: 2.98
Leverage: Yes

Calculated values

Fair value: 7.12
Intrinsic value: 7.10
Implied volatility: 1.99
Historic volatility: 0.28
Parity: 7.10
Time value: 0.64
Break-even: 237.40
Moneyness: 1.44
Premium: 0.03
Premium p.a.: 1.15
Spread abs.: 0.70
Spread %: 9.94%
Delta: 0.88
Theta: -0.69
Omega: 2.62
Rho: 0.04
 

Quote data

Open: 7.04
High: 7.04
Low: 7.04
Previous Close: 7.42
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.12%
1 Month  
+10.87%
3 Months  
+98.87%
YTD  
+112.69%
1 Year  
+218.55%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.67 7.04
1M High / 1M Low: 7.67 6.12
6M High / 6M Low: 7.67 1.75
High (YTD): 2024-06-03 7.67
Low (YTD): 2024-02-01 1.75
52W High: 2024-06-03 7.67
52W Low: 2024-02-01 1.75
Avg. price 1W:   7.34
Avg. volume 1W:   0.00
Avg. price 1M:   6.80
Avg. volume 1M:   0.00
Avg. price 6M:   4.32
Avg. volume 6M:   0.00
Avg. price 1Y:   3.68
Avg. volume 1Y:   0.00
Volatility 1M:   73.92%
Volatility 6M:   139.36%
Volatility 1Y:   133.14%
Volatility 3Y:   -