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Goldman Sachs Call 24.17 PHI1 21..../  DE000GK9NZW4  /

EUWAX
2024-05-21  9:02:32 AM Chg.-0.040 Bid12:32:51 PM Ask12:32:51 PM Underlying Strike price Expiration date Option type
0.160EUR -20.00% 0.160
Bid Size: 150,000		 -
Ask Size: -		 KONINKL. PHILIPS EO ... 24.17 EUR 2024-06-21 Call
 

Master data

WKN: GK9NZW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 24.17 EUR
Maturity: 2024-06-21
Issue date: 2022-08-30
Last trading day: 2024-06-20
Ratio: 9.67:1
Exercise type: American
Quanto: -
Gearing: 12.63
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.13
Implied volatility: 0.44
Historic volatility: 0.38
Parity: 0.13
Time value: 0.08
Break-even: 26.18
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.43
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.68
Theta: -0.02
Omega: 8.64
Rho: 0.01
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.200
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+60.00%
1 Month  
+7900.00%
3 Months  
+2566.67%
YTD  
+180.70%
1 Year  
+100.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.200 0.095
1M High / 1M Low: 0.220 0.003
6M High / 6M Low: 0.220 0.002
High (YTD): 2024-04-29 0.220
Low (YTD): 2024-04-19 0.002
52W High: 2024-04-29 0.220
52W Low: 2024-04-19 0.002
Avg. price 1W:   0.144
Avg. volume 1W:   0.000
Avg. price 1M:   0.076
Avg. volume 1M:   0.000
Avg. price 6M:   0.033
Avg. volume 6M:   0.000
Avg. price 1Y:   0.047
Avg. volume 1Y:   0.000
Volatility 1M:   25,560.03%
Volatility 6M:   10,074.78%
Volatility 1Y:   7,097.42%
Volatility 3Y:   -