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Goldman Sachs Call 200 AMG 17.01..../  DE000GZ9GC75  /

EUWAX
12/06/2024  10:44:02 Chg.-0.50 Bid22:00:42 Ask22:00:42 Underlying Strike price Expiration date Option type
9.68EUR -4.91% -
Bid Size: -		 -
Ask Size: -		 AMGEN INC. DL-... 200.00 - 17/01/2025 Call
 

Master data

WKN: GZ9GC7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 17/01/2025
Issue date: 03/03/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.84
Leverage: Yes

Calculated values

Fair value: 8.46
Intrinsic value: 8.00
Implied volatility: 0.61
Historic volatility: 0.23
Parity: 8.00
Time value: 1.86
Break-even: 298.60
Moneyness: 1.40
Premium: 0.07
Premium p.a.: 0.11
Spread abs.: 0.07
Spread %: 0.72%
Delta: 0.84
Theta: -0.09
Omega: 2.38
Rho: 0.82
 

Quote data

Open: 9.68
High: 9.68
Low: 9.68
Previous Close: 10.18
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.20%
1 Month
  -7.90%
3 Months  
+25.88%
YTD  
+12.82%
1 Year  
+163.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.32 9.68
1M High / 1M Low: 11.24 9.52
6M High / 6M Low: 11.89 6.52
High (YTD): 06/02/2024 11.89
Low (YTD): 19/04/2024 6.52
52W High: 06/02/2024 11.89
52W Low: 07/07/2023 3.52
Avg. price 1W:   10.12
Avg. volume 1W:   0.00
Avg. price 1M:   10.35
Avg. volume 1M:   0.00
Avg. price 6M:   8.98
Avg. volume 6M:   0.00
Avg. price 1Y:   7.58
Avg. volume 1Y:   0.00
Volatility 1M:   43.02%
Volatility 6M:   87.60%
Volatility 1Y:   79.67%
Volatility 3Y:   -