OverviewChartNewsTraderScreen

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

EUWAX
6/12/2024  10:22:17 AM Chg.-0.34 Bid9:59:55 PM Ask9:59:55 PM Underlying Strike price Expiration date Option type
7.57EUR -4.30% 7.53
Bid Size: 3,000		 7.63
Ask Size: 3,000		 AMGEN INC. DL-... 220.00 - 6/21/2024 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: 6/21/2024
Issue date: 3/2/2023
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.64
Leverage: Yes

Calculated values

Fair value: 6.02
Intrinsic value: 6.00
Implied volatility: 2.57
Historic volatility: 0.23
Parity: 6.00
Time value: 1.69
Break-even: 296.90
Moneyness: 1.27
Premium: 0.06
Premium p.a.: 9.80
Spread abs.: 0.10
Spread %: 1.32%
Delta: 0.79
Theta: -1.83
Omega: 2.87
Rho: 0.04
 

Quote data

Open: 7.57
High: 7.57
Low: 7.57
Previous Close: 7.91
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.12%
1 Month
  -12.89%
3 Months  
+36.64%
YTD  
+14.87%
1 Year  
+294.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.33 7.91
1M High / 1M Low: 9.07 7.26
6M High / 6M Low: 9.83 4.16
High (YTD): 2/6/2024 9.83
Low (YTD): 4/19/2024 4.16
52W High: 2/6/2024 9.83
52W Low: 7/7/2023 1.90
Avg. price 1W:   8.09
Avg. volume 1W:   0.00
Avg. price 1M:   8.17
Avg. volume 1M:   0.00
Avg. price 6M:   6.82
Avg. volume 6M:   0.00
Avg. price 1Y:   5.53
Avg. volume 1Y:   0.00
Volatility 1M:   54.38%
Volatility 6M:   128.07%
Volatility 1Y:   116.76%
Volatility 3Y:   -