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Goldman Sachs Call 180 AP2 21.06..../  DE000GZ356A0  /

EUWAX
03/06/2024  11:21:11 Chg.+0.07 Bid14:29:06 Ask14:29:06 Underlying Strike price Expiration date Option type
3.44EUR +2.08% 3.46
Bid Size: 3,000		 3.56
Ask Size: 3,000		 APPLIED MATERIALS IN... 180.00 - 21/06/2024 Call
 

Master data

WKN: GZ356A
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 21/06/2024
Issue date: 15/11/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.81
Leverage: Yes

Calculated values

Fair value: 1.89
Intrinsic value: 1.82
Implied volatility: 1.42
Historic volatility: 0.30
Parity: 1.82
Time value: 1.59
Break-even: 214.10
Moneyness: 1.10
Premium: 0.08
Premium p.a.: 3.79
Spread abs.: 0.27
Spread %: 8.60%
Delta: 0.68
Theta: -0.63
Omega: 3.95
Rho: 0.05
 

Quote data

Open: 3.44
High: 3.44
Low: 3.44
Previous Close: 3.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.78%
1 Month  
+54.96%
3 Months  
+18.62%
YTD  
+278.02%
1 Year  
+384.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.99 3.37
1M High / 1M Low: 3.99 2.22
6M High / 6M Low: 3.99 0.42
High (YTD): 27/05/2024 3.99
Low (YTD): 10/01/2024 0.42
52W High: 27/05/2024 3.99
52W Low: 31/10/2023 0.35
Avg. price 1W:   3.68
Avg. volume 1W:   0.00
Avg. price 1M:   3.26
Avg. volume 1M:   0.00
Avg. price 6M:   2.11
Avg. volume 6M:   0.00
Avg. price 1Y:   1.40
Avg. volume 1Y:   0.00
Volatility 1M:   166.43%
Volatility 6M:   257.84%
Volatility 1Y:   218.95%
Volatility 3Y:   -