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

EUWAX
2024-06-14  9:48:14 AM Chg.+0.02 Bid5:34:29 PM Ask5:34:29 PM Underlying Strike price Expiration date Option type
9.64EUR +0.21% 9.41
Bid Size: 2,000		 9.56
Ask Size: 2,000		 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: 2.23
Leverage: Yes

Calculated values

Fair value: 8.63
Intrinsic value: 8.62
Implied volatility: 4.54
Historic volatility: 0.30
Parity: 8.62
Time value: 1.31
Break-even: 234.30
Moneyness: 1.64
Premium: 0.06
Premium p.a.: 18.93
Spread abs.: 0.30
Spread %: 3.12%
Delta: 0.86
Theta: -2.17
Omega: 1.93
Rho: 0.02
 

Quote data

Open: 9.64
High: 9.64
Low: 9.64
Previous Close: 9.62
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.60%
1 Month  
+43.24%
3 Months  
+51.57%
YTD  
+202.19%
1 Year  
+300.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.62 8.06
1M High / 1M Low: 9.62 6.73
6M High / 6M Low: 9.62 2.12
High (YTD): 2024-06-13 9.62
Low (YTD): 2024-01-05 2.12
52W High: 2024-06-13 9.62
52W Low: 2023-10-30 1.48
Avg. price 1W:   8.68
Avg. volume 1W:   0.00
Avg. price 1M:   7.84
Avg. volume 1M:   0.00
Avg. price 6M:   5.67
Avg. volume 6M:   0.00
Avg. price 1Y:   3.96
Avg. volume 1Y:   0.00
Volatility 1M:   82.06%
Volatility 6M:   125.99%
Volatility 1Y:   127.38%
Volatility 3Y:   -