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Goldman Sachs Call 240 MSF 21.06..../  DE000GK79DV5  /

Frankfurt Zert./GS
2024-04-29  4:54:19 PM Chg.-0.800 Bid9:59:56 PM Ask9:59:56 PM Underlying Strike price Expiration date Option type
15.240EUR -4.99% -
Bid Size: -		 -
Ask Size: -		 MICROSOFT DL-,000... 240.00 - 2024-06-21 Call
 

Master data

WKN: GK79DV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 240.00 -
Maturity: 2024-06-21
Issue date: 2022-07-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.41
Leverage: Yes

Calculated values

Fair value: 14.08
Intrinsic value: 13.95
Implied volatility: 1.40
Historic volatility: 0.19
Parity: 13.95
Time value: 1.79
Break-even: 397.40
Moneyness: 1.58
Premium: 0.05
Premium p.a.: 0.37
Spread abs.: 0.05
Spread %: 0.32%
Delta: 0.87
Theta: -0.42
Omega: 2.10
Rho: 0.25
 

Quote data

Open: 15.840
High: 15.840
Low: 15.240
Previous Close: 16.040
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.78%
1 Month
  -9.50%
3 Months
  -4.03%
YTD  
+18.97%
1 Year  
+96.14%
3 Years     -
5 Years     -
1W High / 1W Low: 16.180 15.240
1M High / 1M Low: 17.770 15.240
6M High / 6M Low: 17.900 10.110
High (YTD): 2024-03-22 17.900
Low (YTD): 2024-01-05 12.270
52W High: 2024-03-22 17.900
52W Low: 2023-05-03 7.820
Avg. price 1W:   15.612
Avg. volume 1W:   0.000
Avg. price 1M:   16.606
Avg. volume 1M:   0.000
Avg. price 6M:   14.402
Avg. volume 6M:   0.000
Avg. price 1Y:   11.745
Avg. volume 1Y:   0.000
Volatility 1M:   52.85%
Volatility 6M:   40.32%
Volatility 1Y:   52.68%
Volatility 3Y:   -