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Goldman Sachs Call 14 EVK 20.12.2.../  DE000GQ800E0  /

EUWAX
2024-07-30  3:30:02 PM Chg.+0.010 Bid5:35:06 PM Ask5:35:06 PM Underlying Strike price Expiration date Option type
0.540EUR +1.89% 0.530
Bid Size: 20,000		 0.550
Ask Size: 20,000		 EVONIK INDUSTRIES NA... 14.00 EUR 2024-12-20 Call
 

Master data

WKN: GQ800E
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EVONIK INDUSTRIES NA O.N.
Type: Warrant
Option type: Call
Strike price: 14.00 EUR
Maturity: 2024-12-20
Issue date: 2023-10-26
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.41
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.48
Implied volatility: 0.53
Historic volatility: 0.19
Parity: 0.48
Time value: 0.07
Break-even: 19.53
Moneyness: 1.35
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.02
Spread %: 3.75%
Delta: 0.86
Theta: -0.01
Omega: 2.95
Rho: 0.04
 

Quote data

Open: 0.540
High: 0.540
Low: 0.540
Previous Close: 0.530
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.89%
1 Month
  -1.82%
3 Months
  -3.57%
YTD  
+10.20%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.530
1M High / 1M Low: 0.570 0.510
6M High / 6M Low: 0.680 0.330
High (YTD): 2024-05-15 0.680
Low (YTD): 2024-03-18 0.330
52W High: - -
52W Low: - -
Avg. price 1W:   0.532
Avg. volume 1W:   0.000
Avg. price 1M:   0.543
Avg. volume 1M:   0.000
Avg. price 6M:   0.493
Avg. volume 6M:   11.811
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   58.93%
Volatility 6M:   67.66%
Volatility 1Y:   -
Volatility 3Y:   -