OverviewChartNewsTraderScreen

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

EUWAX
2024-05-27  11:11:03 AM Chg.-0.17 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
7.80EUR -2.13% -
Bid Size: -		 -
Ask Size: -		 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: 3.50
Leverage: Yes

Calculated values

Fair value: 6.25
Intrinsic value: 6.20
Implied volatility: 1.63
Historic volatility: 0.23
Parity: 6.20
Time value: 1.86
Break-even: 300.60
Moneyness: 1.28
Premium: 0.07
Premium p.a.: 1.54
Spread abs.: 0.10
Spread %: 1.26%
Delta: 0.79
Theta: -0.71
Omega: 2.76
Rho: 0.10
 

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
  -9.93%
1 Month  
+70.31%
3 Months  
+19.08%
YTD  
+18.36%
1 Year  
+291.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.77 7.97
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:   8.51
Avg. volume 1W:   0.00
Avg. price 1M:   7.95
Avg. volume 1M:   0.00
Avg. price 6M:   6.57
Avg. volume 6M:   0.00
Avg. price 1Y:   5.28
Avg. volume 1Y:   0.00
Volatility 1M:   273.46%
Volatility 6M:   128.25%
Volatility 1Y:   120.10%
Volatility 3Y:   -