Goldman Sachs Call 140 AP2 17.01.2025
/ DE000GP79G62
Goldman Sachs Call 140 AP2 17.01..../ DE000GP79G62 /
| 2024-06-03 10:17:54 AM |
Chg.+0.10 |
Bid3:21:52 PM |
Ask3:21:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.62EUR |
+1.33% |
7.71
Bid Size: 2,000 |
7.81
Ask Size: 2,000 |
APPLIED MATERIALS IN... |
140.00 - |
2025-01-17 |
Call |
Master data
| WKN: |
GP79G6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
APPLIED MATERIALS INC. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 - |
| Maturity: |
2025-01-17 |
| Issue date: |
2023-06-30 |
| Last trading day: |
2025-01-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.24 |
| Intrinsic value: |
5.82 |
| Implied volatility: |
0.73 |
| Historic volatility: |
0.30 |
| Parity: |
5.82 |
| Time value: |
1.78 |
| Break-even: |
216.00 |
| Moneyness: |
1.42 |
| Premium: |
0.09 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.10 |
| Spread %: |
1.33% |
| Delta: |
0.82 |
| Theta: |
-0.07 |
| Omega: |
2.15 |
| Rho: |
0.55 |
Quote data
| Open: |
7.62 |
| High: |
7.62 |
| Low: |
7.62 |
| Previous Close: |
7.52 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.27% |
| 1 Month |
|
|
+21.14% |
| 3 Months |
|
|
+11.89% |
| YTD |
|
|
+110.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.13 |
7.52 |
| 1M High / 1M Low: |
8.26 |
6.29 |
| 6M High / 6M Low: |
8.26 |
2.54 |
| High (YTD): |
2024-05-23 |
8.26 |
| Low (YTD): |
2024-01-05 |
2.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.89 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.43 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
70.72% |
| Volatility 6M: |
|
108.60% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
