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Goldman Sachs Call 135 AP2 21.06..../  DE000GX9J339  /

EUWAX
2024-05-31  10:44:13 AM Chg.-0.28 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
7.45EUR -3.62% -
Bid Size: -		 -
Ask Size: -		 APPLIED MATERIALS IN... 135.00 - 2024-06-21 Call
 

Master data

WKN: GX9J33
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 135.00 -
Maturity: 2024-06-21
Issue date: 2022-09-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.62
Leverage: Yes

Calculated values

Fair value: 6.35
Intrinsic value: 6.33
Implied volatility: 2.33
Historic volatility: 0.30
Parity: 6.33
Time value: 1.25
Break-even: 210.80
Moneyness: 1.47
Premium: 0.06
Premium p.a.: 2.06
Spread abs.: 0.33
Spread %: 4.55%
Delta: 0.84
Theta: -0.67
Omega: 2.19
Rho: 0.05
 

Quote data

Open: 7.45
High: 7.45
Low: 7.45
Previous Close: 7.73
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.61%
1 Month  
+11.19%
3 Months  
+13.57%
YTD  
+133.54%
1 Year  
+235.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.08 7.45
1M High / 1M Low: 8.13 5.86
6M High / 6M Low: 8.13 2.03
High (YTD): 2024-05-23 8.13
Low (YTD): 2024-01-05 2.12
52W High: 2024-05-23 8.13
52W Low: 2023-10-30 1.48
Avg. price 1W:   7.83
Avg. volume 1W:   0.00
Avg. price 1M:   7.24
Avg. volume 1M:   0.00
Avg. price 6M:   5.25
Avg. volume 6M:   0.00
Avg. price 1Y:   3.75
Avg. volume 1Y:   0.00
Volatility 1M:   72.20%
Volatility 6M:   130.26%
Volatility 1Y:   127.13%
Volatility 3Y:   -