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Goldman Sachs Call 105 AP2 21.06..../  DE000GX9J3L6  /

EUWAX
2024-06-14  9:48:16 AM Chg.+0.05 Bid4:43:13 PM Ask4:43:13 PM Underlying Strike price Expiration date Option type
12.44EUR +0.40% 12.16
Bid Size: 2,000		 12.31
Ask Size: 2,000		 APPLIED MATERIALS IN... 105.00 - 2024-06-21 Call
 

Master data

WKN: GX9J3L
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 105.00 -
Maturity: 2024-06-21
Issue date: 2022-09-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.75
Leverage: Yes

Calculated values

Fair value: 11.63
Intrinsic value: 11.62
Implied volatility: 5.64
Historic volatility: 0.30
Parity: 11.62
Time value: 1.04
Break-even: 231.60
Moneyness: 2.11
Premium: 0.05
Premium p.a.: 9.89
Spread abs.: 0.30
Spread %: 2.43%
Delta: 0.91
Theta: -2.00
Omega: 1.59
Rho: 0.01
 

Quote data

Open: 12.44
High: 12.44
Low: 12.44
Previous Close: 12.39
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.19%
1 Month  
+31.09%
3 Months  
+38.07%
YTD  
+124.95%
1 Year  
+196.19%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.39 10.80
1M High / 1M Low: 12.39 9.49
6M High / 6M Low: 12.39 4.28
High (YTD): 2024-06-13 12.39
Low (YTD): 2024-01-05 4.28
52W High: 2024-06-13 12.39
52W Low: 2023-10-30 3.18
Avg. price 1W:   11.45
Avg. volume 1W:   0.00
Avg. price 1M:   10.60
Avg. volume 1M:   0.00
Avg. price 6M:   8.27
Avg. volume 6M:   0.00
Avg. price 1Y:   6.22
Avg. volume 1Y:   0.00
Volatility 1M:   60.40%
Volatility 6M:   84.84%
Volatility 1Y:   87.13%
Volatility 3Y:   -