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

EUWAX
2024-06-14  9:48:15 AM Chg.+0.04 Bid1:25:50 PM Ask1:25:50 PM Underlying Strike price Expiration date Option type
11.04EUR +0.36% 10.79
Bid Size: 1,000		 11.09
Ask Size: 1,000		 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: 1.96
Leverage: Yes

Calculated values

Fair value: 10.13
Intrinsic value: 10.12
Implied volatility: 5.03
Historic volatility: 0.30
Parity: 10.12
Time value: 1.15
Break-even: 232.70
Moneyness: 1.84
Premium: 0.05
Premium p.a.: 12.94
Spread abs.: 0.30
Spread %: 2.73%
Delta: 0.89
Theta: -2.07
Omega: 1.75
Rho: 0.02
 

Quote data

Open: 11.04
High: 11.04
Low: 11.04
Previous Close: 11.00
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+17.07%
1 Month  
+36.13%
3 Months  
+43.56%
YTD  
+156.15%
1 Year  
+240.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.00 9.43
1M High / 1M Low: 11.00 8.11
6M High / 6M Low: 11.00 3.12
High (YTD): 2024-06-13 11.00
Low (YTD): 2024-01-05 3.12
52W High: 2024-06-13 11.00
52W Low: 2023-10-30 2.23
Avg. price 1W:   10.06
Avg. volume 1W:   0.00
Avg. price 1M:   9.22
Avg. volume 1M:   0.00
Avg. price 6M:   6.95
Avg. volume 6M:   0.00
Avg. price 1Y:   5.04
Avg. volume 1Y:   0.00
Volatility 1M:   69.55%
Volatility 6M:   102.39%
Volatility 1Y:   105.11%
Volatility 3Y:   -