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Goldman Sachs Call 50 RNL 21.06.2.../  DE000GK8N0J8  /

EUWAX
2024-05-31  9:57:11 AM Chg.-0.090 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.370EUR -19.57% -
Bid Size: -		 -
Ask Size: -		 RENAULT INH. EO... 50.00 - 2024-06-21 Call
 

Master data

WKN: GK8N0J
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-06-21
Issue date: 2022-08-04
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.57
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.36
Implied volatility: 0.72
Historic volatility: 0.29
Parity: 0.36
Time value: 0.20
Break-even: 55.60
Moneyness: 1.07
Premium: 0.04
Premium p.a.: 0.96
Spread abs.: 0.15
Spread %: 36.59%
Delta: 0.69
Theta: -0.08
Omega: 6.65
Rho: 0.02
 

Quote data

Open: 0.370
High: 0.370
Low: 0.370
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+146.67%
1 Month  
+146.67%
3 Months  
+1750.00%
YTD  
+927.78%
1 Year  
+428.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.160
1M High / 1M Low: 0.460 0.068
6M High / 6M Low: 0.460 0.008
High (YTD): 2024-05-30 0.460
Low (YTD): 2024-01-26 0.008
52W High: 2024-05-30 0.460
52W Low: 2024-01-26 0.008
Avg. price 1W:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   0.145
Avg. volume 1M:   0.000
Avg. price 6M:   0.079
Avg. volume 6M:   0.000
Avg. price 1Y:   0.092
Avg. volume 1Y:   0.000
Volatility 1M:   417.13%
Volatility 6M:   377.86%
Volatility 1Y:   304.78%
Volatility 3Y:   -