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

EUWAX
2024-06-04  10:43:00 AM Chg.-0.30 Bid12:55:05 PM Ask12:55:05 PM Underlying Strike price Expiration date Option type
8.18EUR -3.54% 8.06
Bid Size: 2,000		 8.21
Ask Size: 2,000		 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: 2.35
Leverage: Yes

Calculated values

Fair value: 7.16
Intrinsic value: 7.14
Implied volatility: 2.79
Historic volatility: 0.30
Parity: 7.14
Time value: 1.22
Break-even: 208.60
Moneyness: 1.57
Premium: 0.06
Premium p.a.: 2.65
Spread abs.: 0.20
Spread %: 2.45%
Delta: 0.85
Theta: -0.81
Omega: 2.01
Rho: 0.04
 

Quote data

Open: 8.18
High: 8.18
Low: 8.18
Previous Close: 8.48
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.81%
1 Month  
+17.36%
3 Months
  -0.73%
YTD  
+108.67%
1 Year  
+212.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.97 8.36
1M High / 1M Low: 9.05 7.46
6M High / 6M Low: 9.05 2.66
High (YTD): 2024-05-23 9.05
Low (YTD): 2024-01-05 2.77
52W High: 2024-05-23 9.05
52W Low: 2023-10-30 1.96
Avg. price 1W:   8.64
Avg. volume 1W:   0.00
Avg. price 1M:   8.30
Avg. volume 1M:   0.00
Avg. price 6M:   6.13
Avg. volume 6M:   0.00
Avg. price 1Y:   4.48
Avg. volume 1Y:   0.00
Volatility 1M:   60.87%
Volatility 6M:   111.89%
Volatility 1Y:   111.79%
Volatility 3Y:   -