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

EUWAX
2024-06-06  9:55:36 AM Chg.+0.89 Bid2:47:07 PM Ask2:47:07 PM Underlying Strike price Expiration date Option type
8.20EUR +12.18% 8.19
Bid Size: 2,000		 8.34
Ask Size: 2,000		 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: 2.47
Leverage: Yes

Calculated values

Fair value: 7.06
Intrinsic value: 7.04
Implied volatility: 2.82
Historic volatility: 0.30
Parity: 7.04
Time value: 1.27
Break-even: 218.10
Moneyness: 1.52
Premium: 0.06
Premium p.a.: 3.30
Spread abs.: 0.15
Spread %: 1.84%
Delta: 0.85
Theta: -0.94
Omega: 2.09
Rho: 0.04
 

Quote data

Open: 8.20
High: 8.20
Low: 8.20
Previous Close: 7.31
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.08%
1 Month  
+25.19%
3 Months  
+17.82%
YTD  
+157.05%
1 Year  
+300.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.73 7.26
1M High / 1M Low: 8.13 6.55
6M High / 6M Low: 8.13 2.03
High (YTD): 2024-05-23 8.13
Low (YTD): 2024-01-05 2.12
52W High: 2024-05-23 8.13
52W Low: 2023-10-30 1.48
Avg. price 1W:   7.46
Avg. volume 1W:   0.00
Avg. price 1M:   7.37
Avg. volume 1M:   0.00
Avg. price 6M:   5.37
Avg. volume 6M:   0.00
Avg. price 1Y:   3.81
Avg. volume 1Y:   0.00
Volatility 1M:   67.57%
Volatility 6M:   129.03%
Volatility 1Y:   127.05%
Volatility 3Y:   -