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Goldman Sachs Call 180 AP2 21.06..../  DE000GZ356A0  /

EUWAX
2024-04-30  9:06:42 AM Chg.+0.09 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
2.80EUR +3.32% -
Bid Size: -		 -
Ask Size: -		 APPLIED MATERIALS IN... 180.00 - 2024-06-21 Call
 

Master data

WKN: GZ356A
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 2024-06-21
Issue date: 2022-11-15
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.70
Leverage: Yes

Calculated values

Fair value: 1.63
Intrinsic value: 1.16
Implied volatility: 0.78
Historic volatility: 0.31
Parity: 1.16
Time value: 1.70
Break-even: 208.60
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.82
Spread abs.: 0.10
Spread %: 3.62%
Delta: 0.65
Theta: -0.21
Omega: 4.33
Rho: 0.14
 

Quote data

Open: 2.80
High: 2.80
Low: 2.80
Previous Close: 2.71
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+65.68%
1 Month
  -9.97%
3 Months  
+211.11%
YTD  
+207.69%
1 Year  
+833.33%
3 Years     -
5 Years     -
1W High / 1W Low: 2.71 1.69
1M High / 1M Low: 3.52 1.69
6M High / 6M Low: 3.73 0.35
High (YTD): 2024-03-08 3.73
Low (YTD): 2024-01-10 0.42
52W High: 2024-03-08 3.73
52W Low: 2023-05-02 0.30
Avg. price 1W:   2.15
Avg. volume 1W:   0.00
Avg. price 1M:   2.75
Avg. volume 1M:   0.00
Avg. price 6M:   1.60
Avg. volume 6M:   0.00
Avg. price 1Y:   1.15
Avg. volume 1Y:   0.00
Volatility 1M:   196.38%
Volatility 6M:   263.01%
Volatility 1Y:   226.80%
Volatility 3Y:   -