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Goldman Sachs Call 150 AP2 21.06..../  DE000GX9CXA3  /

EUWAX
6/14/2024  9:41:50 AM Chg.+0.01 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
8.24EUR +0.12% -
Bid Size: -		 -
Ask Size: -		 APPLIED MATERIALS IN... 150.00 - 6/21/2024 Call
 

Master data

WKN: GX9CXA
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 6/21/2024
Issue date: 9/12/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.59
Leverage: Yes

Calculated values

Fair value: 7.13
Intrinsic value: 7.12
Implied volatility: 3.99
Historic volatility: 0.30
Parity: 7.12
Time value: 1.41
Break-even: 235.30
Moneyness: 1.47
Premium: 0.06
Premium p.a.: 23.89
Spread abs.: 0.30
Spread %: 3.65%
Delta: 0.84
Theta: -2.16
Omega: 2.17
Rho: 0.02
 

Quote data

Open: 8.24
High: 8.24
Low: 8.24
Previous Close: 8.23
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.72%
1 Month  
+45.58%
3 Months  
+66.13%
YTD  
+263.00%
1 Year  
+373.56%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.24 6.67
1M High / 1M Low: 8.24 5.66
6M High / 6M Low: 8.24 1.32
High (YTD): 6/14/2024 8.24
Low (YTD): 1/5/2024 1.32
52W High: 6/14/2024 8.24
52W Low: 10/25/2023 0.95
Avg. price 1W:   7.59
Avg. volume 1W:   0.00
Avg. price 1M:   6.60
Avg. volume 1M:   0.00
Avg. price 6M:   4.50
Avg. volume 6M:   0.00
Avg. price 1Y:   3.03
Avg. volume 1Y:   0.00
Volatility 1M:   91.97%
Volatility 6M:   153.60%
Volatility 1Y:   150.77%
Volatility 3Y:   -