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Goldman Sachs Call 180 AP2/D 21.0.../  DE000GZ356A0  /

EUWAX
21/05/2024  09:29:49 Chg.+0.61 Bid20:01:14 Ask20:01:14 Underlying Strike price Expiration date Option type
3.71EUR +19.68% 3.75
Bid Size: 5,000		 3.80
Ask Size: 5,000		 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: 5.23
Leverage: Yes

Calculated values

Fair value: 2.38
Intrinsic value: 2.25
Implied volatility: 1.16
Historic volatility: 0.31
Parity: 2.25
Time value: 1.62
Break-even: 218.70
Moneyness: 1.13
Premium: 0.08
Premium p.a.: 1.47
Spread abs.: 0.10
Spread %: 2.65%
Delta: 0.70
Theta: -0.39
Omega: 3.67
Rho: 0.09
 

Quote data

Open: 3.71
High: 3.71
Low: 3.71
Previous Close: 3.10
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.90%
1 Month  
+98.40%
3 Months  
+87.37%
YTD  
+307.69%
1 Year  
+672.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.68 2.71
1M High / 1M Low: 3.68 1.69
6M High / 6M Low: 3.73 0.42
High (YTD): 08/03/2024 3.73
Low (YTD): 10/01/2024 0.42
52W High: 08/03/2024 3.73
52W Low: 31/10/2023 0.35
Avg. price 1W:   3.11
Avg. volume 1W:   0.00
Avg. price 1M:   2.63
Avg. volume 1M:   0.00
Avg. price 6M:   1.88
Avg. volume 6M:   0.00
Avg. price 1Y:   1.29
Avg. volume 1Y:   0.00
Volatility 1M:   205.21%
Volatility 6M:   259.47%
Volatility 1Y:   227.57%
Volatility 3Y:   -