OverviewChartNewsTraderScreen

Goldman Sachs Call 180 AP2 21.06..../  DE000GZ356A0  /

EUWAX
2024-05-31  9:29:37 AM Chg.-0.22 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
3.37EUR -6.13% -
Bid Size: -		 -
Ask Size: -		 APPLIED MATERIALS IN... 180.00 - 2024-06-21 Call
 

Master data

WKN: GZ356A
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 2024-06-21
Issue date: 2022-11-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.81
Leverage: Yes

Calculated values

Fair value: 1.91
Intrinsic value: 1.83
Implied volatility: 1.35
Historic volatility: 0.30
Parity: 1.83
Time value: 1.58
Break-even: 214.10
Moneyness: 1.10
Premium: 0.08
Premium p.a.: 3.07
Spread abs.: 0.10
Spread %: 3.02%
Delta: 0.68
Theta: -0.57
Omega: 3.96
Rho: 0.06
 

Quote data

Open: 3.37
High: 3.37
Low: 3.37
Previous Close: 3.59
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.92%
1 Month  
+20.36%
3 Months  
+16.21%
YTD  
+270.33%
1 Year  
+343.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.99 3.37
1M High / 1M Low: 3.99 2.19
6M High / 6M Low: 3.99 0.42
High (YTD): 2024-05-27 3.99
Low (YTD): 2024-01-10 0.42
52W High: 2024-05-27 3.99
52W Low: 2023-10-31 0.35
Avg. price 1W:   3.68
Avg. volume 1W:   0.00
Avg. price 1M:   3.21
Avg. volume 1M:   0.00
Avg. price 6M:   2.10
Avg. volume 6M:   0.00
Avg. price 1Y:   1.39
Avg. volume 1Y:   0.00
Volatility 1M:   162.27%
Volatility 6M:   257.93%
Volatility 1Y:   218.41%
Volatility 3Y:   -