OverviewChartNewsTraderScreen

Goldman Sachs Call 200 ILU 16.06..../  DE000GK6PZ98  /

Frankfurt Zert./GS
6/2/2023  1:38:57 PM Chg.+0.120 Bid2:03:47 PM Ask2:03:47 PM Underlying Strike price Expiration date Option type
0.630EUR +23.53% 0.680
Bid Size: 5,000		 0.750
Ask Size: 5,000		 ILLUMINA INC. D... 200.00 - 6/16/2023 Call

Master data

WKN: GK6PZ9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ILLUMINA INC. DL-,01
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 6/16/2023
Issue date: 6/24/2022
Last trading day: 6/15/2023
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 29.37
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.82
Historic volatility: 0.48
Parity: -1.50
Time value: 0.63
Break-even: 206.30
Moneyness: 0.93
Premium: 0.12
Premium p.a.: 16.09
Spread abs.: 0.05
Spread %: 8.62%
Delta: 0.35
Theta: -0.40
Omega: 10.14
Rho: 0.02
 

Quote data

Open: 0.610
High: 0.630
Low: 0.610
Previous Close: 0.510
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+8.62%
1 Month
  -31.52%
3 Months
  -70.97%
YTD
  -77.26%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.630 0.440
1M High / 1M Low: 1.470 0.440
6M High / 6M Low: 4.100 0.440
High (YTD): 3/13/2023 4.080
Low (YTD): 5/30/2023 0.440
52W High: - -
52W Low: - -
Avg. price 1W:   0.524
Avg. volume 1W:   0.000
Avg. price 1M:   0.919
Avg. volume 1M:   0.000
Avg. price 6M:   2.513
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   352.90%
Volatility 6M:   311.97%
Volatility 1Y:   -
Volatility 3Y:   -