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Goldman Sachs Call 3000 GVDBF 21..../  DE000GK80TG0  /

EUWAX
2024-05-17  9:47:50 AM Chg.0.00 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
11.34EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Givaudan SA 3,000.00 - 2024-06-21 Call
 

Master data

WKN: GK80TG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Givaudan SA
Type: Warrant
Option type: Call
Strike price: 3,000.00 -
Maturity: 2024-06-21
Issue date: 2022-07-21
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.57
Leverage: Yes

Calculated values

Fair value: 11.60
Intrinsic value: 11.49
Implied volatility: 0.47
Historic volatility: 0.22
Parity: 11.49
Time value: 0.13
Break-even: 4,162.00
Moneyness: 1.38
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.30
Spread %: 2.65%
Delta: 0.99
Theta: -0.53
Omega: 3.54
Rho: 2.83
 

Quote data

Open: 11.34
High: 11.34
Low: 11.34
Previous Close: 11.34
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.87%
1 Month  
+21.02%
3 Months  
+56.63%
YTD  
+103.59%
1 Year  
+235.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.44 10.74
1M High / 1M Low: 11.44 9.37
6M High / 6M Low: 11.75 3.59
High (YTD): 2024-03-21 11.75
Low (YTD): 2024-01-23 3.86
52W High: 2024-03-21 11.75
52W Low: 2023-08-22 1.19
Avg. price 1W:   11.10
Avg. volume 1W:   0.00
Avg. price 1M:   10.34
Avg. volume 1M:   0.00
Avg. price 6M:   7.48
Avg. volume 6M:   0.00
Avg. price 1Y:   4.76
Avg. volume 1Y:   0.00
Volatility 1M:   51.97%
Volatility 6M:   115.21%
Volatility 1Y:   130.23%
Volatility 3Y:   -