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Goldman Sachs Call 3200 GVDBF 21..../  DE000GK76JR6  /

EUWAX
2024-05-21  10:59:25 AM Chg.+0.08 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
10.15EUR +0.79% -
Bid Size: -		 -
Ask Size: -		 Givaudan SA 3,200.00 - 2024-06-21 Call
 

Master data

WKN: GK76JR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Givaudan SA
Type: Warrant
Option type: Call
Strike price: 3,200.00 -
Maturity: 2024-06-21
Issue date: 2022-07-11
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 4.03
Leverage: Yes

Calculated values

Fair value: 9.70
Intrinsic value: 9.60
Implied volatility: 0.84
Historic volatility: 0.22
Parity: 9.60
Time value: 0.72
Break-even: 4,232.00
Moneyness: 1.30
Premium: 0.02
Premium p.a.: 0.22
Spread abs.: 0.30
Spread %: 2.99%
Delta: 0.89
Theta: -3.40
Omega: 3.58
Rho: 2.26
 

Quote data

Open: 10.15
High: 10.15
Low: 10.15
Previous Close: 10.07
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.69%
1 Month  
+38.10%
3 Months  
+79.01%
YTD  
+164.32%
1 Year  
+302.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.07 8.63
1M High / 1M Low: 10.07 7.51
6M High / 6M Low: 10.07 2.24
High (YTD): 2024-05-20 10.07
Low (YTD): 2024-01-23 2.33
52W High: 2024-05-20 10.07
52W Low: 2023-08-22 0.68
Avg. price 1W:   9.29
Avg. volume 1W:   0.00
Avg. price 1M:   8.57
Avg. volume 1M:   0.00
Avg. price 6M:   5.76
Avg. volume 6M:   0.00
Avg. price 1Y:   3.50
Avg. volume 1Y:   0.00
Volatility 1M:   83.51%
Volatility 6M:   149.61%
Volatility 1Y:   163.47%
Volatility 3Y:   -