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Goldman Sachs Call 23.21 PHI1 21..../  DE000GK7DAJ9  /

EUWAX
5/21/2024  10:57:58 AM Chg.-0.050 Bid9:08:21 PM Ask9:08:21 PM Underlying Strike price Expiration date Option type
0.240EUR -17.24% 0.240
Bid Size: 50,000		 -
Ask Size: -		 KONINKL. PHILIPS EO ... 23.21 EUR 6/21/2024 Call
 

Master data

WKN: GK7DAJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 23.21 EUR
Maturity: 6/21/2024
Issue date: 7/1/2022
Last trading day: 6/20/2024
Ratio: 9.67:1
Exercise type: American
Quanto: -
Gearing: 8.81
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.23
Implied volatility: 0.53
Historic volatility: 0.38
Parity: 0.23
Time value: 0.07
Break-even: 26.09
Moneyness: 1.09
Premium: 0.03
Premium p.a.: 0.37
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.75
Theta: -0.02
Omega: 6.64
Rho: 0.01
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.290
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+5900.00%
3 Months  
+3328.57%
YTD  
+203.80%
1 Year  
+140.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.290 0.160
1M High / 1M Low: 0.290 0.004
6M High / 6M Low: 0.290 0.004
High (YTD): 5/20/2024 0.290
Low (YTD): 4/22/2024 0.004
52W High: 5/20/2024 0.290
52W Low: 4/22/2024 0.004
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.122
Avg. volume 1M:   0.000
Avg. price 6M:   0.048
Avg. volume 6M:   0.000
Avg. price 1Y:   0.063
Avg. volume 1Y:   0.000
Volatility 1M:   18,725.67%
Volatility 6M:   7,384.80%
Volatility 1Y:   5,203.07%
Volatility 3Y:   -