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

EUWAX
2024-06-04  10:43:01 AM Chg.-0.30 Bid3:47:55 PM Ask3:47:55 PM Underlying Strike price Expiration date Option type
7.26EUR -3.97% 7.16
Bid Size: 3,000		 7.31
Ask Size: 3,000		 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: 2.63
Leverage: Yes

Calculated values

Fair value: 6.16
Intrinsic value: 6.14
Implied volatility: 2.56
Historic volatility: 0.30
Parity: 6.14
Time value: 1.32
Break-even: 209.60
Moneyness: 1.45
Premium: 0.07
Premium p.a.: 3.05
Spread abs.: 0.21
Spread %: 2.90%
Delta: 0.83
Theta: -0.81
Omega: 2.19
Rho: 0.04
 

Quote data

Open: 7.26
High: 7.26
Low: 7.26
Previous Close: 7.56
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.93%
1 Month  
+19.80%
3 Months
  -1.36%
YTD  
+127.59%
1 Year  
+242.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.06 7.45
1M High / 1M Low: 8.13 6.55
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:   7.72
Avg. volume 1W:   0.00
Avg. price 1M:   7.38
Avg. volume 1M:   0.00
Avg. price 6M:   5.29
Avg. volume 6M:   0.00
Avg. price 1Y:   3.78
Avg. volume 1Y:   0.00
Volatility 1M:   69.00%
Volatility 6M:   129.29%
Volatility 1Y:   127.21%
Volatility 3Y:   -