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Goldman Sachs Call 340 MUV2 21.06.../  DE000GK916H3  /

EUWAX
2024-05-17  10:56:45 AM Chg.+0.41 Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
12.03EUR +3.53% -
Bid Size: -		 -
Ask Size: -		 MUENCH.RUECKVERS.VNA... 340.00 EUR 2024-06-21 Call
 

Master data

WKN: GK916H
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 340.00 EUR
Maturity: 2024-06-21
Issue date: 2022-08-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.76
Leverage: Yes

Calculated values

Fair value: 11.90
Intrinsic value: 11.78
Implied volatility: 0.68
Historic volatility: 0.18
Parity: 11.78
Time value: 0.38
Break-even: 461.60
Moneyness: 1.35
Premium: 0.01
Premium p.a.: 0.09
Spread abs.: 0.56
Spread %: 4.83%
Delta: 0.94
Theta: -0.20
Omega: 3.54
Rho: 0.29
 

Quote data

Open: 12.03
High: 12.03
Low: 12.03
Previous Close: 11.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.97%
1 Month  
+65.47%
3 Months  
+67.55%
YTD  
+156.50%
1 Year  
+250.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.03 10.65
1M High / 1M Low: 12.03 6.75
6M High / 6M Low: 12.03 4.51
High (YTD): 2024-05-17 12.03
Low (YTD): 2024-01-11 4.51
52W High: 2024-05-17 12.03
52W Low: 2023-07-10 2.31
Avg. price 1W:   11.33
Avg. volume 1W:   0.00
Avg. price 1M:   8.99
Avg. volume 1M:   0.00
Avg. price 6M:   7.49
Avg. volume 6M:   0.00
Avg. price 1Y:   5.66
Avg. volume 1Y:   0.00
Volatility 1M:   150.52%
Volatility 6M:   101.61%
Volatility 1Y:   93.71%
Volatility 3Y:   -