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Goldman Sachs Call 220 CGM 21.06..../  DE000GK8D1H2  /

EUWAX
2024-05-21  10:24:30 AM Chg.+0.010 Bid5:35:11 PM Ask5:35:11 PM Underlying Strike price Expiration date Option type
0.090EUR +12.50% 0.050
Bid Size: 10,000		 0.250
Ask Size: 2,000		 CAPGEMINI SE INH. EO... 220.00 - 2024-06-21 Call
 

Master data

WKN: GK8D1H
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-06-21
Issue date: 2022-07-29
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 83.91
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.24
Parity: -1.19
Time value: 0.25
Break-even: 222.48
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 1.20
Spread abs.: 0.20
Spread %: 416.67%
Delta: 0.26
Theta: -0.09
Omega: 22.05
Rho: 0.04
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -59.09%
3 Months
  -92.37%
YTD
  -80.00%
1 Year
  -75.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.080
1M High / 1M Low: 0.330 0.070
6M High / 6M Low: 1.570 0.070
High (YTD): 2024-02-26 1.570
Low (YTD): 2024-05-02 0.070
52W High: 2024-02-26 1.570
52W Low: 2024-05-02 0.070
Avg. price 1W:   0.110
Avg. volume 1W:   0.000
Avg. price 1M:   0.168
Avg. volume 1M:   0.000
Avg. price 6M:   0.647
Avg. volume 6M:   0.000
Avg. price 1Y:   0.529
Avg. volume 1Y:   0.000
Volatility 1M:   404.77%
Volatility 6M:   270.78%
Volatility 1Y:   233.69%
Volatility 3Y:   -