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Goldman Sachs Call 220 AMG 21.06..../  DE000GZ9DUL2  /

EUWAX
2024-06-13  9:47:21 AM Chg.-0.08 Bid11:03:02 AM Ask11:03:02 AM Underlying Strike price Expiration date Option type
7.49EUR -1.06% 7.48
Bid Size: 2,000		 7.63
Ask Size: 2,000		 AMGEN INC. DL-... 220.00 - 2024-06-21 Call
 

Master data

WKN: GZ9DUL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-06-21
Issue date: 2023-03-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.66
Leverage: Yes

Calculated values

Fair value: 5.86
Intrinsic value: 5.84
Implied volatility: 2.76
Historic volatility: 0.22
Parity: 5.84
Time value: 1.77
Break-even: 296.10
Moneyness: 1.27
Premium: 0.06
Premium p.a.: 15.52
Spread abs.: 0.15
Spread %: 2.01%
Delta: 0.78
Theta: -2.10
Omega: 2.87
Rho: 0.03
 

Quote data

Open: 7.49
High: 7.49
Low: 7.49
Previous Close: 7.57
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.88%
1 Month
  -10.41%
3 Months  
+35.44%
YTD  
+13.66%
1 Year  
+254.98%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.22 7.57
1M High / 1M Low: 9.07 7.26
6M High / 6M Low: 9.83 4.16
High (YTD): 2024-02-06 9.83
Low (YTD): 2024-04-19 4.16
52W High: 2024-02-06 9.83
52W Low: 2023-07-07 1.90
Avg. price 1W:   7.94
Avg. volume 1W:   0.00
Avg. price 1M:   8.15
Avg. volume 1M:   0.00
Avg. price 6M:   6.84
Avg. volume 6M:   0.00
Avg. price 1Y:   5.55
Avg. volume 1Y:   0.00
Volatility 1M:   54.83%
Volatility 6M:   127.99%
Volatility 1Y:   116.53%
Volatility 3Y:   -