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Goldman Sachs Call 125 AP2 21.06..../  DE000GX9J2Z8  /

EUWAX
2024-05-17  10:43:26 AM Chg.-0.61 Bid4:46:37 PM Ask4:46:37 PM Underlying Strike price Expiration date Option type
8.02EUR -7.07% 8.28
Bid Size: 3,000		 8.35
Ask Size: 3,000		 APPLIED MATERIALS IN... 125.00 - 2024-06-21 Call
 

Master data

WKN: GX9J2Z
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 125.00 -
Maturity: 2024-06-21
Issue date: 2022-09-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.33
Leverage: Yes

Calculated values

Fair value: 7.24
Intrinsic value: 7.19
Implied volatility: 1.98
Historic volatility: 0.31
Parity: 7.19
Time value: 1.28
Break-even: 209.70
Moneyness: 1.58
Premium: 0.06
Premium p.a.: 0.92
Spread abs.: 0.20
Spread %: 2.42%
Delta: 0.85
Theta: -0.40
Omega: 1.99
Rho: 0.08
 

Quote data

Open: 8.02
High: 8.02
Low: 8.02
Previous Close: 8.63
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.95%
1 Month  
+3.75%
3 Months
  -1.35%
YTD  
+104.59%
1 Year  
+287.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.63 7.65
1M High / 1M Low: 8.63 6.19
6M High / 6M Low: 8.63 2.66
High (YTD): 2024-05-16 8.63
Low (YTD): 2024-01-05 2.77
52W High: 2024-05-16 8.63
52W Low: 2023-05-24 1.78
Avg. price 1W:   7.96
Avg. volume 1W:   0.00
Avg. price 1M:   7.32
Avg. volume 1M:   0.00
Avg. price 6M:   5.60
Avg. volume 6M:   0.00
Avg. price 1Y:   4.18
Avg. volume 1Y:   0.00
Volatility 1M:   86.78%
Volatility 6M:   114.66%
Volatility 1Y:   118.73%
Volatility 3Y:   -