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Goldman Sachs Call 105 AP2 21.06..../  DE000GX9J3L6  /

EUWAX
2024-05-31  10:44:14 AM Chg.-0.30 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
10.20EUR -2.86% -
Bid Size: -		 -
Ask Size: -		 APPLIED MATERIALS IN... 105.00 - 2024-06-21 Call
 

Master data

WKN: GX9J3L
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-06-21
Issue date: 2022-09-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.91
Leverage: Yes

Calculated values

Fair value: 9.35
Intrinsic value: 9.33
Implied volatility: 3.06
Historic volatility: 0.30
Parity: 9.33
Time value: 1.03
Break-even: 208.60
Moneyness: 1.89
Premium: 0.05
Premium p.a.: 1.53
Spread abs.: 0.36
Spread %: 3.60%
Delta: 0.89
Theta: -0.66
Omega: 1.71
Rho: 0.04
 

Quote data

Open: 10.20
High: 10.20
Low: 10.20
Previous Close: 10.50
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.50%
1 Month  
+7.71%
3 Months  
+10.39%
YTD  
+84.45%
1 Year  
+158.88%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.84 10.20
1M High / 1M Low: 10.92 8.62
6M High / 6M Low: 10.92 4.14
High (YTD): 2024-05-23 10.92
Low (YTD): 2024-01-05 4.28
52W High: 2024-05-23 10.92
52W Low: 2023-10-30 3.18
Avg. price 1W:   10.59
Avg. volume 1W:   0.00
Avg. price 1M:   10.00
Avg. volume 1M:   0.00
Avg. price 6M:   7.82
Avg. volume 6M:   0.00
Avg. price 1Y:   5.97
Avg. volume 1Y:   0.00
Volatility 1M:   52.42%
Volatility 6M:   86.90%
Volatility 1Y:   86.88%
Volatility 3Y:   -