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

EUWAX
2024-05-22  10:35:46 AM Chg.+0.06 Bid4:37:28 PM Ask4:37:28 PM Underlying Strike price Expiration date Option type
9.31EUR +0.65% 9.06
Bid Size: 3,000		 9.13
Ask Size: 3,000		 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: 2.15
Leverage: Yes

Calculated values

Fair value: 8.29
Intrinsic value: 8.25
Implied volatility: 2.25
Historic volatility: 0.31
Parity: 8.25
Time value: 1.18
Break-even: 214.30
Moneyness: 1.69
Premium: 0.06
Premium p.a.: 0.99
Spread abs.: 0.20
Spread %: 2.17%
Delta: 0.87
Theta: -0.46
Omega: 1.87
Rho: 0.07
 

Quote data

Open: 9.31
High: 9.31
Low: 9.31
Previous Close: 9.25
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.83%
1 Month  
+37.32%
3 Months  
+24.63%
YTD  
+116.01%
1 Year  
+304.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.25 8.40
1M High / 1M Low: 9.25 6.65
6M High / 6M Low: 9.25 3.00
High (YTD): 2024-05-21 9.25
Low (YTD): 2024-01-05 3.12
52W High: 2024-05-21 9.25
52W Low: 2023-05-24 2.02
Avg. price 1W:   8.76
Avg. volume 1W:   0.00
Avg. price 1M:   7.94
Avg. volume 1M:   0.00
Avg. price 6M:   6.15
Avg. volume 6M:   0.00
Avg. price 1Y:   4.61
Avg. volume 1Y:   0.00
Volatility 1M:   75.37%
Volatility 6M:   107.15%
Volatility 1Y:   110.82%
Volatility 3Y:   -