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Goldman Sachs Call 320 RHHVF 21.0.../  DE000GK708Q5  /

EUWAX
2024-05-24  10:47:55 AM Chg.-0.002 Bid5:30:13 PM Ask5:30:13 PM Underlying Strike price Expiration date Option type
0.001EUR -66.67% 0.002
Bid Size: 10,000		 0.150
Ask Size: 3,000		 Roche Holding Ltd 320.00 - 2024-06-21 Call
 

Master data

WKN: GK708Q
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Roche Holding Ltd
Type: Warrant
Option type: Call
Strike price: 320.00 -
Maturity: 2024-06-21
Issue date: 2022-07-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 153.03
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.22
Parity: -8.74
Time value: 0.15
Break-even: 321.52
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 67.05
Spread abs.: 0.15
Spread %: 7,500.00%
Delta: 0.08
Theta: -0.12
Omega: 11.69
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.003
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month
  -87.50%
3 Months
  -95.24%
YTD
  -98.15%
1 Year
  -99.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.002
1M High / 1M Low: 0.010 0.001
6M High / 6M Low: 0.110 0.001
High (YTD): 2024-01-04 0.080
Low (YTD): 2024-05-03 0.001
52W High: 2023-06-02 1.050
52W Low: 2024-05-03 0.001
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.038
Avg. volume 6M:   0.000
Avg. price 1Y:   0.180
Avg. volume 1Y:   0.000
Volatility 1M:   3,350.51%
Volatility 6M:   1,395.41%
Volatility 1Y:   988.76%
Volatility 3Y:   -