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Goldman Sachs Call 150 AP2/D 21.0.../  DE000GX9CXA3  /

EUWAX
2024-05-21  10:36:56 AM Chg.+0.65 Bid6:41:27 PM Ask6:41:27 PM Underlying Strike price Expiration date Option type
6.48EUR +11.15% 6.43
Bid Size: 3,000		 6.50
Ask Size: 3,000		 APPLIED MATERIALS IN... 150.00 - 2024-06-21 Call
 

Master data

WKN: GX9CXA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2024-06-21
Issue date: 2022-09-12
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.05
Leverage: Yes

Calculated values

Fair value: 5.30
Intrinsic value: 5.25
Implied volatility: 1.66
Historic volatility: 0.31
Parity: 5.25
Time value: 1.39
Break-even: 216.40
Moneyness: 1.35
Premium: 0.07
Premium p.a.: 1.18
Spread abs.: 0.15
Spread %: 2.31%
Delta: 0.81
Theta: -0.44
Omega: 2.46
Rho: 0.08
 

Quote data

Open: 6.48
High: 6.48
Low: 6.48
Previous Close: 5.83
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+21.12%
1 Month  
+58.05%
3 Months  
+62.41%
YTD  
+185.46%
1 Year  
+468.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.32 5.35
1M High / 1M Low: 6.32 3.97
6M High / 6M Low: 6.32 1.28
High (YTD): 2024-05-16 6.32
Low (YTD): 2024-01-05 1.32
52W High: 2024-05-16 6.32
52W Low: 2023-05-24 0.93
Avg. price 1W:   5.78
Avg. volume 1W:   0.00
Avg. price 1M:   5.15
Avg. volume 1M:   0.00
Avg. price 6M:   3.73
Avg. volume 6M:   0.00
Avg. price 1Y:   2.64
Avg. volume 1Y:   0.00
Volatility 1M:   108.50%
Volatility 6M:   161.88%
Volatility 1Y:   158.96%
Volatility 3Y:   -