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

EUWAX
2024-05-03  9:03:57 AM Chg.-0.001 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.001EUR -50.00% -
Bid Size: -
-
Ask Size: -
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: 217.35
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.21
Parity: -9.83
Time value: 0.10
Break-even: 321.02
Moneyness: 0.69
Premium: 0.45
Premium p.a.: 15.69
Spread abs.: 0.10
Spread %: 5,000.00%
Delta: 0.06
Theta: -0.06
Omega: 11.98
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -93.33%
3 Months
  -97.06%
YTD
  -98.15%
1 Year
  -99.89%
3 Years     -
5 Years     -
1W High / 1W Low: 0.010 0.001
1M High / 1M Low: 0.015 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:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.043
Avg. volume 6M:   0.000
Avg. price 1Y:   0.223
Avg. volume 1Y:   0.000
Volatility 1M:   3,208.64%
Volatility 6M:   1,303.64%
Volatility 1Y:   922.76%
Volatility 3Y:   -