OverviewChartNewsTraderScreen

Goldman Sachs Call 21.27 PHI1 21..../  DE000GK7D943  /

EUWAX
2024-05-21  10:57:58 AM Chg.-0.050 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.430EUR -10.42% -
Bid Size: -		 -
Ask Size: -		 KONINKL. PHILIPS EO ... 21.27 EUR 2024-06-21 Call
 

Master data

WKN: GK7D94
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 21.27 EUR
Maturity: 2024-06-21
Issue date: 2022-07-01
Last trading day: 2024-06-20
Ratio: 9.67:1
Exercise type: American
Quanto: -
Gearing: 5.37
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.43
Implied volatility: 0.72
Historic volatility: 0.38
Parity: 0.43
Time value: 0.06
Break-even: 26.00
Moneyness: 1.19
Premium: 0.02
Premium p.a.: 0.32
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.83
Theta: -0.02
Omega: 4.47
Rho: 0.01
 

Quote data

Open: 0.430
High: 0.430
Low: 0.430
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.38%
1 Month  
+4200.00%
3 Months  
+2429.41%
YTD  
+186.67%
1 Year  
+168.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.320
1M High / 1M Low: 0.480 0.010
6M High / 6M Low: 0.480 0.010
High (YTD): 2024-05-20 0.480
Low (YTD): 2024-04-22 0.010
52W High: 2024-05-20 0.480
52W Low: 2024-04-22 0.010
Avg. price 1W:   0.388
Avg. volume 1W:   0.000
Avg. price 1M:   0.255
Avg. volume 1M:   0.000
Avg. price 6M:   0.097
Avg. volume 6M:   0.000
Avg. price 1Y:   0.111
Avg. volume 1Y:   0.000
Volatility 1M:   11,001.17%
Volatility 6M:   4,342.93%
Volatility 1Y:   3,060.89%
Volatility 3Y:   -