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

EUWAX
5/22/2024  10:35:46 AM Chg.+0.06 Bid3:47:13 PM Ask3:47:13 PM Underlying Strike price Expiration date Option type
7.94EUR +0.76% 7.90
Bid Size: 3,000		 7.97
Ask Size: 3,000		 APPLIED MATERIALS IN... 135.00 - 6/21/2024 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: 6/21/2024
Issue date: 9/13/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.52
Leverage: Yes

Calculated values

Fair value: 6.79
Intrinsic value: 6.75
Implied volatility: 1.97
Historic volatility: 0.31
Parity: 6.75
Time value: 1.30
Break-even: 215.50
Moneyness: 1.50
Premium: 0.06
Premium p.a.: 1.13
Spread abs.: 0.20
Spread %: 2.55%
Delta: 0.84
Theta: -0.47
Omega: 2.12
Rho: 0.07
 

Quote data

Open: 7.94
High: 7.94
Low: 7.94
Previous Close: 7.88
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.11%
1 Month  
+46.77%
3 Months  
+28.69%
YTD  
+148.90%
1 Year  
+387.12%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.88 7.02
1M High / 1M Low: 7.88 5.28
6M High / 6M Low: 7.88 2.03
High (YTD): 5/21/2024 7.88
Low (YTD): 1/5/2024 2.12
52W High: 5/21/2024 7.88
52W Low: 5/24/2023 1.39
Avg. price 1W:   7.38
Avg. volume 1W:   0.00
Avg. price 1M:   6.57
Avg. volume 1M:   0.00
Avg. price 6M:   4.92
Avg. volume 6M:   0.00
Avg. price 1Y:   3.57
Avg. volume 1Y:   0.00
Volatility 1M:   90.89%
Volatility 6M:   132.50%
Volatility 1Y:   134.28%
Volatility 3Y:   -