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Goldman Sachs Call 135 AP2 21.06..../  DE000GX9J339  /

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
6.70EUR +1.21% -
Bid Size: -		 -
Ask Size: -		 APPLIED MATERIALS IN... 135.00 - 2024-06-21 Call
 

Master data

WKN: GX9J33
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2024-06-21
Issue date: 2022-09-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.90
Leverage: Yes

Calculated values

Fair value: 5.20
Intrinsic value: 5.12
Implied volatility: 1.35
Historic volatility: 0.31
Parity: 5.12
Time value: 1.30
Break-even: 199.20
Moneyness: 1.38
Premium: 0.07
Premium p.a.: 0.62
Spread abs.: 0.15
Spread %: 2.39%
Delta: 0.82
Theta: -0.25
Omega: 2.37
Rho: 0.12
 

Quote data

Open: 6.70
High: 6.70
Low: 6.70
Previous Close: 6.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.13%
1 Month
  -3.60%
3 Months  
+101.20%
YTD  
+110.03%
1 Year  
+538.10%
3 Years     -
5 Years     -
1W High / 1W Low: 6.70 5.72
1M High / 1M Low: 7.43 5.28
6M High / 6M Low: 7.43 1.55
High (YTD): 2024-04-12 7.43
Low (YTD): 2024-01-05 2.12
52W High: 2024-04-12 7.43
52W Low: 2023-05-05 1.06
Avg. price 1W:   6.17
Avg. volume 1W:   0.00
Avg. price 1M:   6.53
Avg. volume 1M:   0.00
Avg. price 6M:   4.38
Avg. volume 6M:   0.00
Avg. price 1Y:   3.26
Avg. volume 1Y:   0.00
Volatility 1M:   85.40%
Volatility 6M:   139.30%
Volatility 1Y:   136.15%
Volatility 3Y:   -