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Goldman Sachs Call 80 SWKS 21.06..../  DE000GZ9XX46  /

EUWAX
2024-05-31  9:41:59 AM Chg.+0.04 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
1.01EUR +4.12% -
Bid Size: -		 -
Ask Size: -		 Skyworks Solutions I... 80.00 - 2024-06-21 Call
 

Master data

WKN: GZ9XX4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 2024-06-21
Issue date: 2023-05-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.83
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.54
Implied volatility: 1.23
Historic volatility: 0.28
Parity: 0.54
Time value: 0.71
Break-even: 92.50
Moneyness: 1.07
Premium: 0.08
Premium p.a.: 3.28
Spread abs.: 0.05
Spread %: 4.17%
Delta: 0.65
Theta: -0.23
Omega: 4.42
Rho: 0.02
 

Quote data

Open: 1.01
High: 1.01
Low: 1.01
Previous Close: 0.97
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.82%
1 Month
  -61.74%
3 Months
  -59.11%
YTD
  -69.02%
1 Year
  -67.31%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.21 0.97
1M High / 1M Low: 1.38 0.97
6M High / 6M Low: 3.28 0.97
High (YTD): 2024-01-23 2.89
Low (YTD): 2024-05-30 0.97
52W High: 2023-07-31 3.55
52W Low: 2024-05-30 0.97
Avg. price 1W:   1.08
Avg. volume 1W:   0.00
Avg. price 1M:   1.20
Avg. volume 1M:   0.00
Avg. price 6M:   2.24
Avg. volume 6M:   0.00
Avg. price 1Y:   2.40
Avg. volume 1Y:   0.00
Volatility 1M:   134.28%
Volatility 6M:   134.48%
Volatility 1Y:   110.42%
Volatility 3Y:   -