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Goldman Sachs Call 115 AP2 21.06..../  DE000GX9J3J0  /

EUWAX
03/06/2024  10:11:32 Chg.+0.11 Bid17:37:49 Ask17:37:49 Underlying Strike price Expiration date Option type
9.39EUR +1.19% 8.97
Bid Size: 3,000		 9.04
Ask Size: 3,000		 APPLIED MATERIALS IN... 115.00 - 21/06/2024 Call
 

Master data

WKN: GX9J3J
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 21/06/2024
Issue date: 13/09/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.11
Leverage: Yes

Calculated values

Fair value: 8.34
Intrinsic value: 8.32
Implied volatility: 2.90
Historic volatility: 0.30
Parity: 8.32
Time value: 1.06
Break-even: 208.80
Moneyness: 1.72
Premium: 0.05
Premium p.a.: 1.88
Spread abs.: 0.15
Spread %: 1.63%
Delta: 0.88
Theta: -0.72
Omega: 1.86
Rho: 0.04
 

Quote data

Open: 9.39
High: 9.39
Low: 9.39
Previous Close: 9.28
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.34%
1 Month  
+19.01%
3 Months  
+12.59%
YTD  
+99.36%
1 Year  
+194.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.92 9.28
1M High / 1M Low: 10.01 7.89
6M High / 6M Low: 10.01 3.37
High (YTD): 23/05/2024 10.01
Low (YTD): 05/01/2024 3.50
52W High: 23/05/2024 10.01
52W Low: 30/10/2023 2.53
Avg. price 1W:   9.67
Avg. volume 1W:   0.00
Avg. price 1M:   9.15
Avg. volume 1M:   0.00
Avg. price 6M:   6.97
Avg. volume 6M:   0.00
Avg. price 1Y:   5.20
Avg. volume 1Y:   0.00
Volatility 1M:   58.84%
Volatility 6M:   98.24%
Volatility 1Y:   98.63%
Volatility 3Y:   -