Goldman Sachs Call 280 RHHVF 21.0.../  DE000GK70A21  /

Frankfurt Zert./GS
2024-04-30  6:40:32 PM Chg.+0.002 Bid8:00:10 PM Ask8:00:10 PM Underlying Strike price Expiration date Option type
0.010EUR +25.00% -
Bid Size: -
-
Ask Size: -
Roche Holding Ltd 280.00 - 2024-06-21 Call
 

Master data

WKN: GK70A2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Roche Holding Ltd
Type: Warrant
Option type: Call
Strike price: 280.00 -
Maturity: 2024-06-21
Issue date: 2022-07-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 209.91
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.22
Parity: -4.91
Time value: 0.11
Break-even: 281.10
Moneyness: 0.82
Premium: 0.22
Premium p.a.: 13.29
Spread abs.: 0.10
Spread %: 1,000.00%
Delta: 0.08
Theta: -0.09
Omega: 17.55
Rho: 0.01
 

Quote data

Open: 0.008
High: 0.010
Low: 0.008
Previous Close: 0.008
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+25.00%
3 Months
  -87.50%
YTD
  -94.74%
1 Year
  -99.64%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 0.010 0.008
6M High / 6M Low: 0.370 0.008
High (YTD): 2024-01-04 0.350
Low (YTD): 2024-04-29 0.008
52W High: 2023-06-02 2.880
52W Low: 2024-04-29 0.008
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.009
Avg. volume 1M:   0.000
Avg. price 6M:   0.144
Avg. volume 6M:   0.000
Avg. price 1Y:   0.619
Avg. volume 1Y:   0.000
Volatility 1M:   279.51%
Volatility 6M:   258.77%
Volatility 1Y:   212.21%
Volatility 3Y:   -