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Goldman Sachs Call 120 AP2 21.06..../  DE000GX9J347  /

EUWAX
2024-04-30  10:23:11 AM Chg.+0.08 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
8.08EUR +1.00% -
Bid Size: -		 -
Ask Size: -		 APPLIED MATERIALS IN... 120.00 - 2024-06-21 Call
 

Master data

WKN: GX9J34
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-06-21
Issue date: 2022-09-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.46
Leverage: Yes

Calculated values

Fair value: 6.69
Intrinsic value: 6.62
Implied volatility: 1.43
Historic volatility: 0.31
Parity: 6.62
Time value: 0.95
Break-even: 195.70
Moneyness: 1.55
Premium: 0.05
Premium p.a.: 0.43
Spread abs.: 0.10
Spread %: 1.34%
Delta: 0.86
Theta: -0.22
Omega: 2.13
Rho: 0.12
 

Quote data

Open: 8.08
High: 8.08
Low: 8.08
Previous Close: 8.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.96%
1 Month
  -2.65%
3 Months  
+78.37%
YTD  
+87.47%
1 Year  
+421.29%
3 Years     -
5 Years     -
1W High / 1W Low: 8.08 7.09
1M High / 1M Low: 8.81 6.65
6M High / 6M Low: 8.81 2.33
High (YTD): 2024-04-12 8.81
Low (YTD): 2024-01-05 3.12
52W High: 2024-04-12 8.81
52W Low: 2023-05-05 1.55
Avg. price 1W:   7.54
Avg. volume 1W:   0.00
Avg. price 1M:   7.89
Avg. volume 1M:   0.00
Avg. price 6M:   5.57
Avg. volume 6M:   0.00
Avg. price 1Y:   4.26
Avg. volume 1Y:   0.00
Volatility 1M:   70.57%
Volatility 6M:   113.16%
Volatility 1Y:   112.86%
Volatility 3Y:   -