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Goldman Sachs Call 200 AP2 21.06..../  DE000GZ842F8  /

EUWAX
2024-06-06  4:30:11 PM Chg.+0.65 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
2.10EUR +44.83% -
Bid Size: -		 -
Ask Size: -		 APPLIED MATERIALS IN... 200.00 - 2024-06-21 Call
 

Master data

WKN: GZ842F
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 200.00 -
Maturity: 2024-06-21
Issue date: 2023-02-06
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.78
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.54
Implied volatility: 1.25
Historic volatility: 0.30
Parity: 0.54
Time value: 1.80
Break-even: 223.40
Moneyness: 1.03
Premium: 0.09
Premium p.a.: 6.71
Spread abs.: 0.10
Spread %: 4.46%
Delta: 0.59
Theta: -0.68
Omega: 5.22
Rho: 0.04
 

Quote data

Open: 2.33
High: 2.33
Low: 2.10
Previous Close: 1.45
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.38%
1 Month  
+51.08%
3 Months  
+0.48%
YTD  
+412.20%
1 Year  
+425.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.82 1.43
1M High / 1M Low: 2.33 1.35
6M High / 6M Low: 2.45 0.16
High (YTD): 2024-03-08 2.45
Low (YTD): 2024-01-10 0.16
52W High: 2024-03-08 2.45
52W Low: 2024-01-10 0.16
Avg. price 1W:   1.60
Avg. volume 1W:   0.00
Avg. price 1M:   1.71
Avg. volume 1M:   0.00
Avg. price 6M:   1.19
Avg. volume 6M:   0.00
Avg. price 1Y:   0.79
Avg. volume 1Y:   0.00
Volatility 1M:   217.66%
Volatility 6M:   320.92%
Volatility 1Y:   271.77%
Volatility 3Y:   -