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Goldman Sachs Call 200 AMG 21.06..../  DE000GP4TZY3  /

EUWAX
6/12/2024  10:52:12 AM Chg.- Bid9:29:18 AM Ask9:29:18 AM Underlying Strike price Expiration date Option type
9.30EUR - 9.34
Bid Size: 2,000		 9.54
Ask Size: 2,000		 AMGEN INC. DL-... 200.00 - 6/21/2024 Call
 

Master data

WKN: GP4TZY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 6/21/2024
Issue date: 5/19/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.94
Leverage: Yes

Calculated values

Fair value: 8.02
Intrinsic value: 8.00
Implied volatility: 2.99
Historic volatility: 0.23
Parity: 8.00
Time value: 1.53
Break-even: 295.30
Moneyness: 1.40
Premium: 0.05
Premium p.a.: 7.67
Spread abs.: 0.16
Spread %: 1.71%
Delta: 0.83
Theta: -1.86
Omega: 2.44
Rho: 0.03
 

Quote data

Open: 9.30
High: 9.30
Low: 9.30
Previous Close: 9.79
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.44%
1 Month
  -10.75%
3 Months  
+27.05%
YTD  
+12.59%
1 Year  
+186.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.94 9.30
1M High / 1M Low: 10.90 9.23
6M High / 6M Low: 11.89 5.96
High (YTD): 2/5/2024 11.89
Low (YTD): 4/19/2024 5.96
52W High: 2/5/2024 11.89
52W Low: 7/7/2023 3.02
Avg. price 1W:   9.75
Avg. volume 1W:   0.00
Avg. price 1M:   10.01
Avg. volume 1M:   0.00
Avg. price 6M:   8.63
Avg. volume 6M:   31.60
Avg. price 1Y:   7.18
Avg. volume 1Y:   15.43
Volatility 1M:   43.40%
Volatility 6M:   100.52%
Volatility 1Y:   92.84%
Volatility 3Y:   -