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Goldman Sachs Call 150 AP2 21.06..../  DE000GX9CXA3  /

EUWAX
2024-06-03  10:03:15 AM Chg.+0.06 Bid6:55:59 PM Ask6:55:59 PM Underlying Strike price Expiration date Option type
6.13EUR +0.99% 5.59
Bid Size: 3,000		 5.66
Ask Size: 3,000		 APPLIED MATERIALS IN... 150.00 - 2024-06-21 Call
 

Master data

WKN: GX9CXA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-06-21
Issue date: 2022-09-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.20
Leverage: Yes

Calculated values

Fair value: 4.85
Intrinsic value: 4.82
Implied volatility: 2.11
Historic volatility: 0.30
Parity: 4.82
Time value: 1.37
Break-even: 211.90
Moneyness: 1.32
Premium: 0.07
Premium p.a.: 2.88
Spread abs.: 0.32
Spread %: 5.45%
Delta: 0.80
Theta: -0.74
Omega: 2.55
Rho: 0.05
 

Quote data

Open: 6.13
High: 6.13
Low: 6.13
Previous Close: 6.07
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.10%
1 Month  
+29.60%
3 Months  
+17.21%
YTD  
+170.04%
1 Year  
+308.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.70 6.07
1M High / 1M Low: 6.78 4.73
6M High / 6M Low: 6.78 1.28
High (YTD): 2024-05-23 6.78
Low (YTD): 2024-01-05 1.32
52W High: 2024-05-23 6.78
52W Low: 2023-10-25 0.95
Avg. price 1W:   6.46
Avg. volume 1W:   0.00
Avg. price 1M:   5.94
Avg. volume 1M:   0.00
Avg. price 6M:   4.09
Avg. volume 6M:   0.00
Avg. price 1Y:   2.83
Avg. volume 1Y:   0.00
Volatility 1M:   88.51%
Volatility 6M:   159.13%
Volatility 1Y:   151.09%
Volatility 3Y:   -