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Goldman Sachs Call 220 AP2 21.06..../  DE000GP52GG5  /

EUWAX
2024-06-13  4:07:26 PM Chg.+0.40 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.53EUR +35.40% -
Bid Size: -		 -
Ask Size: -		 APPLIED MATERIALS IN... 220.00 - 2024-06-21 Call
 

Master data

WKN: GP52GG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2024-06-21
Issue date: 2023-05-31
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.69
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.00
Implied volatility: 1.45
Historic volatility: 0.30
Parity: -0.02
Time value: 1.88
Break-even: 238.80
Moneyness: 1.00
Premium: 0.09
Premium p.a.: 43.07
Spread abs.: 0.27
Spread %: 16.77%
Delta: 0.54
Theta: -1.18
Omega: 6.34
Rho: 0.02
 

Quote data

Open: 1.53
High: 1.53
Low: 1.53
Previous Close: 1.13
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+142.86%
1 Month  
+200.00%
3 Months  
+66.30%
YTD  
+705.26%
1 Year  
+446.43%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.53 0.56
1M High / 1M Low: 1.53 0.33
6M High / 6M Low: 1.53 0.06
High (YTD): 2024-06-13 1.53
Low (YTD): 2024-01-12 0.06
52W High: 2024-06-13 1.53
52W Low: 2024-01-12 0.06
Avg. price 1W:   0.93
Avg. volume 1W:   0.00
Avg. price 1M:   0.67
Avg. volume 1M:   0.00
Avg. price 6M:   0.61
Avg. volume 6M:   0.00
Avg. price 1Y:   0.41
Avg. volume 1Y:   0.00
Volatility 1M:   455.13%
Volatility 6M:   431.08%
Volatility 1Y:   348.22%
Volatility 3Y:   -