OverviewChartNewsTraderScreen

Goldman Sachs Call 120 AP2 21.06..../  DE000GX9J347  /

EUWAX
2024-06-19  9:36:20 AM Chg.+0.34 Bid4:41:13 PM Ask4:41:13 PM Underlying Strike price Expiration date Option type
11.93EUR +2.93% 11.98
Bid Size: 500		 12.48
Ask Size: 200		 APPLIED MATERIALS IN... 120.00 - 2024-06-21 Call
 

Master data

WKN: GX9J34
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-06-21
Issue date: 2022-09-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 1.84
Leverage: Yes

Calculated values

Fair value: 11.08
Intrinsic value: 11.08
Implied volatility: 10.81
Historic volatility: 0.31
Parity: 11.08
Time value: 1.48
Break-even: 245.60
Moneyness: 1.92
Premium: 0.06
Premium p.a.: 0.00
Spread abs.: 0.70
Spread %: 5.90%
Delta: 0.89
Theta: -8.78
Omega: 1.63
Rho: 0.00
 

Quote data

Open: 11.93
High: 11.93
Low: 11.93
Previous Close: 11.59
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.60%
1 Month  
+40.68%
3 Months  
+59.28%
YTD  
+176.80%
1 Year  
+293.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.59 10.32
1M High / 1M Low: 11.59 8.56
6M High / 6M Low: 11.59 3.12
High (YTD): 2024-06-18 11.59
Low (YTD): 2024-01-05 3.12
52W High: 2024-06-18 11.59
52W Low: 2023-10-30 2.23
Avg. price 1W:   11.02
Avg. volume 1W:   0.00
Avg. price 1M:   9.63
Avg. volume 1M:   0.00
Avg. price 6M:   7.12
Avg. volume 6M:   0.00
Avg. price 1Y:   5.14
Avg. volume 1Y:   0.00
Volatility 1M:   61.02%
Volatility 6M:   102.21%
Volatility 1Y:   105.03%
Volatility 3Y:   -