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

EUWAX
2024-05-28  4:15:36 PM Chg.-0.32 Bid5:06:21 PM Ask5:06:21 PM Underlying Strike price Expiration date Option type
9.35EUR -3.31% 9.26
Bid Size: 3,000		 9.31
Ask Size: 3,000		 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: 2.77
Leverage: Yes

Calculated values

Fair value: 8.21
Intrinsic value: 8.16
Implied volatility: 2.09
Historic volatility: 0.23
Parity: 8.16
Time value: 2.00
Break-even: 301.60
Moneyness: 1.41
Premium: 0.07
Premium p.a.: 1.84
Spread abs.: 0.10
Spread %: 0.99%
Delta: 0.82
Theta: -0.84
Omega: 2.27
Rho: 0.08
 

Quote data

Open: 9.69
High: 9.69
Low: 9.35
Previous Close: 9.67
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.46%
1 Month  
+45.87%
3 Months  
+23.19%
YTD  
+13.20%
1 Year  
+202.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.63 9.67
1M High / 1M Low: 11.11 6.71
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:   10.20
Avg. volume 1W:   0.00
Avg. price 1M:   9.81
Avg. volume 1M:   0.00
Avg. price 6M:   8.37
Avg. volume 6M:   31.85
Avg. price 1Y:   6.89
Avg. volume 1Y:   15.49
Volatility 1M:   208.86%
Volatility 6M:   100.94%
Volatility 1Y:   95.26%
Volatility 3Y:   -