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Goldman Sachs Call 140 AP2 21.06..../  DE000GX9J3K8  /

EUWAX
2024-06-07  10:33:20 AM Chg.-0.14 Bid12:54:21 PM Ask12:54:21 PM Underlying Strike price Expiration date Option type
7.60EUR -1.81% 7.62
Bid Size: 2,000		 7.77
Ask Size: 2,000		 APPLIED MATERIALS IN... 140.00 - 2024-06-21 Call
 

Master data

WKN: GX9J3K
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-06-21
Issue date: 2022-09-13
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.56
Leverage: Yes

Calculated values

Fair value: 6.38
Intrinsic value: 6.36
Implied volatility: 3.03
Historic volatility: 0.30
Parity: 6.36
Time value: 1.58
Break-even: 219.40
Moneyness: 1.45
Premium: 0.08
Premium p.a.: 6.02
Spread abs.: 0.30
Spread %: 3.93%
Delta: 0.82
Theta: -1.13
Omega: 2.11
Rho: 0.03
 

Quote data

Open: 7.60
High: 7.60
Low: 7.60
Previous Close: 7.74
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+8.88%
1 Month  
+18.01%
3 Months  
+8.73%
YTD  
+167.61%
1 Year  
+300.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.74 6.80
1M High / 1M Low: 7.74 6.27
6M High / 6M Low: 7.74 1.83
High (YTD): 2024-06-06 7.74
Low (YTD): 2024-01-05 1.83
52W High: 2024-06-06 7.74
52W Low: 2023-10-30 1.27
Avg. price 1W:   7.09
Avg. volume 1W:   0.00
Avg. price 1M:   6.99
Avg. volume 1M:   0.00
Avg. price 6M:   5.01
Avg. volume 6M:   0.00
Avg. price 1Y:   3.51
Avg. volume 1Y:   0.00
Volatility 1M:   82.41%
Volatility 6M:   139.06%
Volatility 1Y:   135.77%
Volatility 3Y:   -