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Goldman Sachs Call 220 AP2 21.06..../  DE000GP52GG5  /

EUWAX
6/3/2024  11:14:18 AM Chg.0.000 Bid6:21:05 PM Ask6:21:05 PM Underlying Strike price Expiration date Option type
0.440EUR 0.00% 0.240
Bid Size: 10,000		 0.290
Ask Size: 5,000		 APPLIED MATERIALS IN... 220.00 - 6/21/2024 Call
 

Master data

WKN: GP52GG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 6/21/2024
Issue date: 5/31/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.04
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.30
Parity: -2.18
Time value: 0.50
Break-even: 224.95
Moneyness: 0.90
Premium: 0.14
Premium p.a.: 12.05
Spread abs.: 0.17
Spread %: 51.38%
Delta: 0.28
Theta: -0.29
Omega: 11.22
Rho: 0.02
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -45.00%
1 Month  
+2.33%
3 Months
  -53.68%
YTD  
+131.58%
1 Year  
+83.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.440
1M High / 1M Low: 0.940 0.430
6M High / 6M Low: 1.520 0.060
High (YTD): 3/8/2024 1.520
Low (YTD): 1/12/2024 0.060
52W High: 3/8/2024 1.520
52W Low: 1/12/2024 0.060
Avg. price 1W:   0.610
Avg. volume 1W:   0.000
Avg. price 1M:   0.632
Avg. volume 1M:   0.000
Avg. price 6M:   0.567
Avg. volume 6M:   0.000
Avg. price 1Y:   0.393
Avg. volume 1Y:   0.000
Volatility 1M:   413.62%
Volatility 6M:   430.36%
Volatility 1Y:   339.38%
Volatility 3Y:   -