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Goldman Sachs Call 200 CGM 21.06..../  DE000GK7LBD3  /

EUWAX
2024-05-21  9:51:16 AM Chg.+0.170 Bid6:11:53 PM Ask6:11:53 PM Underlying Strike price Expiration date Option type
1.100EUR +18.28% 0.820
Bid Size: 5,000		 1.520
Ask Size: 2,000		 CAPGEMINI SE INH. EO... 200.00 - 2024-06-21 Call
 

Master data

WKN: GK7LBD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-06-21
Issue date: 2022-07-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 14.97
Leverage: Yes

Calculated values

Fair value: 1.10
Intrinsic value: 0.81
Implied volatility: 0.37
Historic volatility: 0.24
Parity: 0.81
Time value: 0.58
Break-even: 213.90
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.38
Spread abs.: 0.70
Spread %: 101.45%
Delta: 0.67
Theta: -0.15
Omega: 10.08
Rho: 0.11
 

Quote data

Open: 1.100
High: 1.100
Low: 1.100
Previous Close: 0.930
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.40%
1 Month  
+25.00%
3 Months
  -56.52%
YTD  
+4.76%
1 Year  
+61.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.130 0.850
1M High / 1M Low: 1.240 0.560
6M High / 6M Low: 3.150 0.560
High (YTD): 2024-02-26 3.150
Low (YTD): 2024-05-02 0.560
52W High: 2024-02-26 3.150
52W Low: 2023-10-27 0.410
Avg. price 1W:   0.994
Avg. volume 1W:   0.000
Avg. price 1M:   0.977
Avg. volume 1M:   0.000
Avg. price 6M:   1.563
Avg. volume 6M:   0.000
Avg. price 1Y:   1.152
Avg. volume 1Y:   0.000
Volatility 1M:   290.63%
Volatility 6M:   196.46%
Volatility 1Y:   183.75%
Volatility 3Y:   -