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Goldman Sachs Call 70 DWD 21.06.2.../  DE000GP4U634  /

EUWAX
2024-05-23  10:05:12 AM Chg.-0.04 Bid1:35:22 PM Ask1:35:22 PM Underlying Strike price Expiration date Option type
2.87EUR -1.37% 2.85
Bid Size: 10,000		 2.88
Ask Size: 10,000		 MORGAN STANLEY D... 70.00 - 2024-06-21 Call
 

Master data

WKN: GP4U63
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MORGAN STANLEY DL-,01
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 2024-06-21
Issue date: 2023-05-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.21
Leverage: Yes

Calculated values

Fair value: 2.33
Intrinsic value: 2.31
Implied volatility: 1.61
Historic volatility: 0.22
Parity: 2.31
Time value: 0.59
Break-even: 99.00
Moneyness: 1.33
Premium: 0.06
Premium p.a.: 1.18
Spread abs.: 0.02
Spread %: 0.69%
Delta: 0.81
Theta: -0.20
Omega: 2.59
Rho: 0.04
 

Quote data

Open: 2.87
High: 2.87
Low: 2.87
Previous Close: 2.91
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.41%
1 Month  
+37.32%
3 Months  
+82.80%
YTD  
+28.70%
1 Year  
+66.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.91 2.73
1M High / 1M Low: 2.91 2.08
6M High / 6M Low: 2.91 0.95
High (YTD): 2024-05-22 2.91
Low (YTD): 2024-01-18 1.38
52W High: 2024-05-22 2.91
52W Low: 2023-10-27 0.64
Avg. price 1W:   2.83
Avg. volume 1W:   0.00
Avg. price 1M:   2.46
Avg. volume 1M:   0.00
Avg. price 6M:   1.87
Avg. volume 6M:   0.00
Avg. price 1Y:   1.73
Avg. volume 1Y:   0.00
Volatility 1M:   60.15%
Volatility 6M:   105.65%
Volatility 1Y:   108.41%
Volatility 3Y:   -