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Goldman Sachs Call 130 AP2 21.06..../  DE000GX9J2Y1  /

EUWAX
2024-06-07  10:33:19 AM Chg.-0.14 Bid2:01:22 PM Ask2:01:22 PM Underlying Strike price Expiration date Option type
8.52EUR -1.62% 8.64
Bid Size: 2,000		 8.94
Ask Size: 2,000		 APPLIED MATERIALS IN... 130.00 - 2024-06-21 Call
 

Master data

WKN: GX9J2Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 130.00 -
Maturity: 2024-06-21
Issue date: 2022-09-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.35
Leverage: Yes

Calculated values

Fair value: 7.38
Intrinsic value: 7.36
Implied volatility: 3.10
Historic volatility: 0.30
Parity: 7.36
Time value: 1.30
Break-even: 216.60
Moneyness: 1.57
Premium: 0.06
Premium p.a.: 4.03
Spread abs.: 0.20
Spread %: 2.36%
Delta: 0.85
Theta: -1.03
Omega: 2.00
Rho: 0.03
 

Quote data

Open: 8.52
High: 8.52
Low: 8.52
Previous Close: 8.66
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.71%
1 Month  
+15.92%
3 Months  
+8.26%
YTD  
+140.00%
1 Year  
+257.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.66 7.72
1M High / 1M Low: 8.66 7.19
6M High / 6M Low: 8.66 2.43
High (YTD): 2024-06-06 8.66
Low (YTD): 2024-01-05 2.43
52W High: 2024-06-06 8.66
52W Low: 2023-10-30 1.71
Avg. price 1W:   8.01
Avg. volume 1W:   0.00
Avg. price 1M:   7.90
Avg. volume 1M:   0.00
Avg. price 6M:   5.84
Avg. volume 6M:   0.00
Avg. price 1Y:   4.18
Avg. volume 1Y:   0.00
Volatility 1M:   72.07%
Volatility 6M:   120.00%
Volatility 1Y:   119.65%
Volatility 3Y:   -