OverviewChartNewsTraderScreen

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

EUWAX
6/14/2024  10:58:10 AM Chg.-0.09 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
5.43EUR -1.63% -
Bid Size: -		 -
Ask Size: -		 APPLIED MATERIALS IN... 180.00 - 6/21/2024 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: 6/21/2024
Issue date: 11/15/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.85
Leverage: Yes

Calculated values

Fair value: 4.14
Intrinsic value: 4.12
Implied volatility: 2.99
Historic volatility: 0.30
Parity: 4.12
Time value: 1.63
Break-even: 237.50
Moneyness: 1.23
Premium: 0.07
Premium p.a.: 39.43
Spread abs.: 0.30
Spread %: 5.50%
Delta: 0.76
Theta: -2.04
Omega: 2.93
Rho: 0.02
 

Quote data

Open: 5.43
High: 5.43
Low: 5.43
Previous Close: 5.52
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+37.82%
1 Month  
+84.07%
3 Months  
+98.90%
YTD  
+496.70%
1 Year  
+562.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.52 3.91
1M High / 1M Low: 5.52 2.95
6M High / 6M Low: 5.52 0.42
High (YTD): 6/13/2024 5.52
Low (YTD): 1/10/2024 0.42
52W High: 6/13/2024 5.52
52W Low: 10/31/2023 0.35
Avg. price 1W:   4.82
Avg. volume 1W:   0.00
Avg. price 1M:   3.85
Avg. volume 1M:   0.00
Avg. price 6M:   2.39
Avg. volume 6M:   0.00
Avg. price 1Y:   1.53
Avg. volume 1Y:   0.00
Volatility 1M:   172.37%
Volatility 6M:   252.21%
Volatility 1Y:   220.17%
Volatility 3Y:   -