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Goldman Sachs Call 100 AP2 17.01..../  DE000GZ7P0H9  /

EUWAX
6/13/2024  9:50:18 AM Chg.- Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
13.18EUR - -
Bid Size: -		 -
Ask Size: -		 APPLIED MATERIALS IN... 100.00 - 1/17/2025 Call
 

Master data

WKN: GZ7P0H
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 1/17/2025
Issue date: 1/25/2023
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.67
Leverage: Yes

Calculated values

Fair value: 12.34
Intrinsic value: 12.12
Implied volatility: 1.03
Historic volatility: 0.30
Parity: 12.12
Time value: 1.10
Break-even: 232.20
Moneyness: 2.21
Premium: 0.05
Premium p.a.: 0.08
Spread abs.: 0.27
Spread %: 2.08%
Delta: 0.92
Theta: -0.07
Omega: 1.54
Rho: 0.43
 

Quote data

Open: 13.18
High: 13.18
Low: 13.18
Previous Close: 12.46
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.71%
1 Month  
+29.22%
3 Months  
+34.63%
YTD  
+105.62%
1 Year  
+166.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.18 11.49
1M High / 1M Low: 13.18 10.20
6M High / 6M Low: 13.18 5.16
High (YTD): 6/13/2024 13.18
Low (YTD): 1/5/2024 5.16
52W High: 6/13/2024 13.18
52W Low: 10/25/2023 4.07
Avg. price 1W:   12.18
Avg. volume 1W:   0.00
Avg. price 1M:   11.35
Avg. volume 1M:   0.00
Avg. price 6M:   9.04
Avg. volume 6M:   0.00
Avg. price 1Y:   7.01
Avg. volume 1Y:   0.00
Volatility 1M:   54.20%
Volatility 6M:   75.39%
Volatility 1Y:   72.31%
Volatility 3Y:   -