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Goldman Sachs Call 220 AMG 21.06..../  DE000GZ9DUL2  /

EUWAX
2024-05-27  11:11:03 AM Chg.- Bid1:48:09 PM Ask1:48:09 PM Underlying Strike price Expiration date Option type
7.80EUR - 7.91
Bid Size: 3,000		 8.01
Ask Size: 3,000		 AMGEN INC. DL-... 220.00 - 2024-06-21 Call
 

Master data

WKN: GZ9DUL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-06-21
Issue date: 2023-03-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.39
Leverage: Yes

Calculated values

Fair value: 6.21
Intrinsic value: 6.16
Implied volatility: 1.80
Historic volatility: 0.23
Parity: 6.16
Time value: 2.15
Break-even: 303.10
Moneyness: 1.28
Premium: 0.08
Premium p.a.: 2.06
Spread abs.: 0.07
Spread %: 0.85%
Delta: 0.78
Theta: -0.82
Omega: 2.64
Rho: 0.09
 

Quote data

Open: 7.80
High: 7.80
Low: 7.80
Previous Close: 7.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.96%
1 Month  
+70.31%
3 Months  
+34.48%
YTD  
+18.36%
1 Year  
+291.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.77 7.80
1M High / 1M Low: 9.15 4.81
6M High / 6M Low: 9.83 4.16
High (YTD): 2024-02-06 9.83
Low (YTD): 2024-04-19 4.16
52W High: 2024-02-06 9.83
52W Low: 2023-06-01 1.77
Avg. price 1W:   8.34
Avg. volume 1W:   0.00
Avg. price 1M:   7.94
Avg. volume 1M:   0.00
Avg. price 6M:   6.60
Avg. volume 6M:   0.00
Avg. price 1Y:   5.29
Avg. volume 1Y:   0.00
Volatility 1M:   266.99%
Volatility 6M:   128.22%
Volatility 1Y:   119.91%
Volatility 3Y:   -