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

EUWAX
2024-06-07  9:11:55 AM Chg.-0.27 Bid6:09:42 PM Ask6:09:42 PM Underlying Strike price Expiration date Option type
3.94EUR -6.41% 3.92
Bid Size: 3,000		 3.99
Ask Size: 3,000		 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: 5.05
Leverage: Yes

Calculated values

Fair value: 2.39
Intrinsic value: 2.36
Implied volatility: 1.79
Historic volatility: 0.30
Parity: 2.36
Time value: 1.67
Break-even: 220.30
Moneyness: 1.13
Premium: 0.08
Premium p.a.: 6.82
Spread abs.: 0.15
Spread %: 3.87%
Delta: 0.70
Theta: -0.90
Omega: 3.55
Rho: 0.04
 

Quote data

Open: 3.94
High: 3.94
Low: 3.94
Previous Close: 4.21
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.91%
1 Month  
+32.21%
3 Months  
+10.06%
YTD  
+332.97%
1 Year  
+479.41%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.21 3.14
1M High / 1M Low: 4.21 2.71
6M High / 6M Low: 4.21 0.42
High (YTD): 2024-06-06 4.21
Low (YTD): 2024-01-10 0.42
52W High: 2024-06-06 4.21
52W Low: 2023-10-31 0.35
Avg. price 1W:   3.51
Avg. volume 1W:   0.00
Avg. price 1M:   3.38
Avg. volume 1M:   0.00
Avg. price 6M:   2.20
Avg. volume 6M:   0.00
Avg. price 1Y:   1.44
Avg. volume 1Y:   0.00
Volatility 1M:   166.37%
Volatility 6M:   258.35%
Volatility 1Y:   219.53%
Volatility 3Y:   -