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Goldman Sachs Call 115 AP2 21.06..../  DE000GX9J3J0  /

EUWAX
31/05/2024  10:44:14 Chg.-0.30 Bid22:00:37 Ask22:00:37 Underlying Strike price Expiration date Option type
9.28EUR -3.13% -
Bid Size: -		 -
Ask Size: -		 APPLIED MATERIALS IN... 115.00 - 21/06/2024 Call
 

Master data

WKN: GX9J3J
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 115.00 -
Maturity: 21/06/2024
Issue date: 13/09/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.11
Leverage: Yes

Calculated values

Fair value: 8.35
Intrinsic value: 8.33
Implied volatility: 2.74
Historic volatility: 0.30
Parity: 8.33
Time value: 1.05
Break-even: 208.80
Moneyness: 1.72
Premium: 0.05
Premium p.a.: 1.57
Spread abs.: 0.15
Spread %: 1.63%
Delta: 0.88
Theta: -0.65
Omega: 1.86
Rho: 0.04
 

Quote data

Open: 9.28
High: 9.28
Low: 9.28
Previous Close: 9.58
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.83%
1 Month  
+8.67%
3 Months  
+11.27%
YTD  
+97.03%
1 Year  
+182.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.92 9.28
1M High / 1M Low: 10.01 7.69
6M High / 6M Low: 10.01 3.37
High (YTD): 23/05/2024 10.01
Low (YTD): 05/01/2024 3.50
52W High: 23/05/2024 10.01
52W Low: 30/10/2023 2.53
Avg. price 1W:   9.67
Avg. volume 1W:   0.00
Avg. price 1M:   9.08
Avg. volume 1M:   0.00
Avg. price 6M:   6.94
Avg. volume 6M:   0.00
Avg. price 1Y:   5.19
Avg. volume 1Y:   0.00
Volatility 1M:   57.66%
Volatility 6M:   98.60%
Volatility 1Y:   98.35%
Volatility 3Y:   -