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Goldman Sachs Call 200 AMG 21.06..../  DE000GP4TZY3  /

EUWAX
2024-05-23  10:04:31 AM Chg.-0.38 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
10.25EUR -3.57% -
Bid Size: -		 -
Ask Size: -		 AMGEN INC. DL-... 200.00 - 2024-06-21 Call
 

Master data

WKN: GP4TZY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-06-21
Issue date: 2023-05-19
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.78
Leverage: Yes

Calculated values

Fair value: 8.64
Intrinsic value: 8.58
Implied volatility: 1.79
Historic volatility: 0.23
Parity: 8.58
Time value: 1.72
Break-even: 303.00
Moneyness: 1.43
Premium: 0.06
Premium p.a.: 1.08
Spread abs.: 0.15
Spread %: 1.48%
Delta: 0.83
Theta: -0.64
Omega: 2.31
Rho: 0.11
 

Quote data

Open: 10.25
High: 10.25
Low: 10.25
Previous Close: 10.63
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.96%
1 Month  
+51.18%
3 Months  
+25.00%
YTD  
+24.09%
1 Year  
+180.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.90 10.48
1M High / 1M Low: 11.11 6.41
6M High / 6M Low: 11.89 5.96
High (YTD): 2024-02-05 11.89
Low (YTD): 2024-04-19 5.96
52W High: 2024-02-05 11.89
52W Low: 2023-06-01 2.89
Avg. price 1W:   10.67
Avg. volume 1W:   0.00
Avg. price 1M:   9.20
Avg. volume 1M:   0.00
Avg. price 6M:   8.28
Avg. volume 6M:   31.85
Avg. price 1Y:   6.79
Avg. volume 1Y:   15.43
Volatility 1M:   203.33%
Volatility 6M:   100.74%
Volatility 1Y:   95.69%
Volatility 3Y:   -