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

EUWAX
2024-05-22  10:56:36 AM Chg.-0.02 Bid10:00:35 PM Ask10:00:35 PM Underlying Strike price Expiration date Option type
3.44EUR -0.58% -
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: 3.44
High: 3.44
Low: 3.44
Previous Close: 3.46
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.29%
1 Month  
+48.92%
3 Months  
+61.50%
YTD  
+45.76%
1 Year  
+19.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.46 3.40
1M High / 1M Low: 3.46 2.27
6M High / 6M Low: 3.46 1.85
High (YTD): 2024-05-21 3.46
Low (YTD): 2024-03-04 1.85
52W High: 2024-05-21 3.46
52W Low: 2023-10-20 1.80
Avg. price 1W:   3.43
Avg. volume 1W:   0.00
Avg. price 1M:   2.95
Avg. volume 1M:   0.00
Avg. price 6M:   2.39
Avg. volume 6M:   0.00
Avg. price 1Y:   2.31
Avg. volume 1Y:   0.00
Volatility 1M:   62.60%
Volatility 6M:   53.33%
Volatility 1Y:   49.07%
Volatility 3Y:   -