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Goldman Sachs Call 110 AP2 21.06..../  DE000GX9J313  /

EUWAX
2024-06-07  10:33:18 AM Chg.-0.14 Bid12:32:04 PM Ask12:32:04 PM Underlying Strike price Expiration date Option type
10.35EUR -1.33% 10.37
Bid Size: 2,000		 10.57
Ask Size: 2,000		 APPLIED MATERIALS IN... 110.00 - 2024-06-21 Call
 

Master data

WKN: GX9J31
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 110.00 -
Maturity: 2024-06-21
Issue date: 2022-09-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.91
Leverage: Yes

Calculated values

Fair value: 9.37
Intrinsic value: 9.36
Implied volatility: 3.87
Historic volatility: 0.30
Parity: 9.36
Time value: 1.29
Break-even: 216.50
Moneyness: 1.85
Premium: 0.06
Premium p.a.: 3.97
Spread abs.: 0.28
Spread %: 2.70%
Delta: 0.88
Theta: -1.09
Omega: 1.69
Rho: 0.03
 

Quote data

Open: 10.35
High: 10.35
Low: 10.35
Previous Close: 10.49
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.26%
1 Month  
+12.62%
3 Months  
+7.25%
YTD  
+102.15%
1 Year  
+193.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.49 9.55
1M High / 1M Low: 10.49 9.03
6M High / 6M Low: 10.49 3.88
High (YTD): 2024-06-06 10.49
Low (YTD): 2024-01-05 3.88
52W High: 2024-06-06 10.49
52W Low: 2023-10-30 2.84
Avg. price 1W:   9.85
Avg. volume 1W:   0.00
Avg. price 1M:   9.74
Avg. volume 1M:   0.00
Avg. price 6M:   7.57
Avg. volume 6M:   0.00
Avg. price 1Y:   5.68
Avg. volume 1Y:   0.00
Volatility 1M:   57.83%
Volatility 6M:   91.78%
Volatility 1Y:   92.86%
Volatility 3Y:   -