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

EUWAX
2024-04-30  10:23:10 AM Chg.- Bid10:13:18 AM Ask10:13:18 AM Underlying Strike price Expiration date Option type
7.62EUR - 6.71
Bid Size: 3,000		 6.81
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: 2.46
Leverage: Yes

Calculated values

Fair value: 5.67
Intrinsic value: 5.60
Implied volatility: 1.77
Historic volatility: 0.31
Parity: 5.60
Time value: 1.75
Break-even: 198.50
Moneyness: 1.45
Premium: 0.10
Premium p.a.: 0.96
Spread abs.: 0.15
Spread %: 2.08%
Delta: 0.82
Theta: -0.32
Omega: 2.01
Rho: 0.10
 

Quote data

Open: 7.62
High: 7.62
Low: 7.62
Previous Close: 7.54
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.41%
1 Month
  -4.51%
3 Months  
+79.29%
YTD  
+94.39%
1 Year  
+444.29%
3 Years     -
5 Years     -
1W High / 1W Low: 7.62 6.66
1M High / 1M Low: 8.35 6.19
6M High / 6M Low: 8.35 2.43
High (YTD): 2024-04-12 8.35
Low (YTD): 2024-01-05 2.77
52W High: 2024-04-12 8.35
52W Low: 2023-05-05 1.37
Avg. price 1W:   7.19
Avg. volume 1W:   0.00
Avg. price 1M:   7.44
Avg. volume 1M:   0.00
Avg. price 6M:   5.19
Avg. volume 6M:   0.00
Avg. price 1Y:   3.91
Avg. volume 1Y:   0.00
Volatility 1M:   75.22%
Volatility 6M:   119.06%
Volatility 1Y:   120.43%
Volatility 3Y:   -