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Goldman Sachs Call 6 DBK 21.06.20.../  DE000GK9L5R1  /

EUWAX
2024-05-31  10:31:50 AM Chg.-0.37 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
9.04EUR -3.93% -
Bid Size: -		 -
Ask Size: -		 DEUTSCHE BANK AG NA ... 6.00 - 2024-06-21 Call
 

Master data

WKN: GK9L5R
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 6.00 -
Maturity: 2024-06-21
Issue date: 2022-08-29
Last trading day: 2024-06-20
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 1.58
Leverage: Yes

Calculated values

Fair value: 9.24
Intrinsic value: 9.23
Implied volatility: 3.34
Historic volatility: 0.26
Parity: 9.23
Time value: 0.41
Break-even: 15.64
Moneyness: 2.54
Premium: 0.03
Premium p.a.: 0.63
Spread abs.: 0.20
Spread %: 2.12%
Delta: 0.94
Theta: -0.03
Omega: 1.49
Rho: 0.00
 

Quote data

Open: 9.04
High: 9.04
Low: 9.04
Previous Close: 9.41
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.84%
1 Month
  -1.42%
3 Months  
+39.29%
YTD  
+38.86%
1 Year  
+121.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.75 9.04
1M High / 1M Low: 10.20 9.04
6M High / 6M Low: 10.64 5.68
High (YTD): 2024-04-26 10.64
Low (YTD): 2024-02-09 5.68
52W High: 2024-04-26 10.64
52W Low: 2023-06-23 3.65
Avg. price 1W:   9.48
Avg. volume 1W:   0.00
Avg. price 1M:   9.65
Avg. volume 1M:   0.00
Avg. price 6M:   7.50
Avg. volume 6M:   0.00
Avg. price 1Y:   5.92
Avg. volume 1Y:   74.80
Volatility 1M:   35.99%
Volatility 6M:   49.33%
Volatility 1Y:   50.43%
Volatility 3Y:   -