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Goldman Sachs Call 180 CGM 21.06..../  DE000GK7LAW5  /

EUWAX
2024-05-21  9:51:15 AM Chg.+0.21 Bid12:27:06 PM Ask12:27:06 PM Underlying Strike price Expiration date Option type
3.04EUR +7.42% 2.98
Bid Size: 10,000		 3.05
Ask Size: 10,000		 CAPGEMINI SE INH. EO... 180.00 - 2024-06-21 Call
 

Master data

WKN: GK7LAW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 2024-06-21
Issue date: 2022-07-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 5.90
Leverage: Yes

Calculated values

Fair value: 2.88
Intrinsic value: 2.81
Implied volatility: 0.77
Historic volatility: 0.24
Parity: 2.81
Time value: 0.72
Break-even: 215.30
Moneyness: 1.16
Premium: 0.03
Premium p.a.: 0.49
Spread abs.: 1.00
Spread %: 39.53%
Delta: 0.78
Theta: -0.24
Omega: 4.60
Rho: 0.11
 

Quote data

Open: 3.04
High: 3.04
Low: 3.04
Previous Close: 2.83
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.19%
1 Month  
+34.51%
3 Months
  -28.13%
YTD  
+42.06%
1 Year  
+143.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.01 2.70
1M High / 1M Low: 3.01 2.02
6M High / 6M Low: 4.95 1.42
High (YTD): 2024-02-26 4.95
Low (YTD): 2024-01-10 1.45
52W High: 2024-02-26 4.95
52W Low: 2023-10-27 0.85
Avg. price 1W:   2.87
Avg. volume 1W:   0.00
Avg. price 1M:   2.67
Avg. volume 1M:   0.00
Avg. price 6M:   3.00
Avg. volume 6M:   0.00
Avg. price 1Y:   2.17
Avg. volume 1Y:   0.00
Volatility 1M:   159.74%
Volatility 6M:   128.11%
Volatility 1Y:   138.76%
Volatility 3Y:   -