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Goldman Sachs Call 50 HEN3 21.06..../  DE000GK7FSB3  /

Frankfurt Zert./GS
2024-04-30  6:29:13 PM Chg.+0.060 Bid9:56:23 PM Ask9:56:23 PM Underlying Strike price Expiration date Option type
2.480EUR +2.48% -
Bid Size: -		 -
Ask Size: -		 HENKEL AG+CO.KGAA VZ... 50.00 - 2024-06-21 Call
 

Master data

WKN: GK7FSB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HENKEL AG+CO.KGAA VZO
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2022-07-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 2.30
Leverage: Yes

Calculated values

Fair value: 3.44
Intrinsic value: 3.43
Implied volatility: 1.71
Historic volatility: 0.16
Parity: 3.43
Time value: 0.24
Break-even: 86.70
Moneyness: 1.69
Premium: 0.03
Premium p.a.: 0.41
Spread abs.: 0.20
Spread %: 5.76%
Delta: 0.91
Theta: -0.12
Omega: 2.08
Rho: 0.03
 

Quote data

Open: 2.480
High: 2.480
Low: 2.480
Previous Close: 2.420
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+7.36%
3 Months  
+11.21%
YTD  
+5.08%
1 Year
  -13.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 2.480 2.260
6M High / 6M Low: 2.600 2.030
High (YTD): 2024-03-14 2.600
Low (YTD): 2024-03-06 2.030
52W High: 2023-05-23 2.880
52W Low: 2023-09-27 1.780
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   2.363
Avg. volume 1M:   0.000
Avg. price 6M:   2.321
Avg. volume 6M:   0.000
Avg. price 1Y:   2.268
Avg. volume 1Y:   0.000
Volatility 1M:   36.29%
Volatility 6M:   41.95%
Volatility 1Y:   42.61%
Volatility 3Y:   -