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Goldman Sachs Call 160 CGM 21.06..../  DE000GK72P97  /

EUWAX
2024-05-21  10:21:05 AM Chg.+0.15 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
4.98EUR +3.11% -
Bid Size: -		 -
Ask Size: -		 CAPGEMINI SE INH. EO... 160.00 - 2024-06-21 Call
 

Master data

WKN: GK72P9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 2024-06-21
Issue date: 2022-07-07
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.45
Leverage: Yes

Calculated values

Fair value: 4.86
Intrinsic value: 4.81
Implied volatility: 1.42
Historic volatility: 0.24
Parity: 4.81
Time value: 1.23
Break-even: 220.40
Moneyness: 1.30
Premium: 0.06
Premium p.a.: 0.97
Spread abs.: 1.50
Spread %: 33.04%
Delta: 0.80
Theta: -0.40
Omega: 2.76
Rho: 0.09
 

Quote data

Open: 4.98
High: 4.98
Low: 4.98
Previous Close: 4.83
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.53%
1 Month  
+22.66%
3 Months
  -17.69%
YTD  
+35.69%
1 Year  
+132.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.01 4.78
1M High / 1M Low: 5.01 3.83
6M High / 6M Low: 6.81 2.65
High (YTD): 2024-03-13 6.81
Low (YTD): 2024-01-10 2.79
52W High: 2024-03-13 6.81
52W Low: 2023-05-25 1.59
Avg. price 1W:   4.87
Avg. volume 1W:   0.00
Avg. price 1M:   4.59
Avg. volume 1M:   0.00
Avg. price 6M:   4.74
Avg. volume 6M:   0.00
Avg. price 1Y:   3.53
Avg. volume 1Y:   0.00
Volatility 1M:   88.85%
Volatility 6M:   89.40%
Volatility 1Y:   107.12%
Volatility 3Y:   -