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Goldman Sachs Call 220 AP2 17.01..../  DE000GP52GU6  /

EUWAX
2024-06-03  11:14:19 AM Chg.+0.02 Bid1:00:24 PM Ask1:00:24 PM Underlying Strike price Expiration date Option type
2.39EUR +0.84% 2.39
Bid Size: 2,000		 2.49
Ask Size: 2,000		 APPLIED MATERIALS IN... 220.00 - 2025-01-17 Call
 

Master data

WKN: GP52GU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: APPLIED MATERIALS INC.
Type: Warrant
Option type: Call
Strike price: 220.00 -
Maturity: 2025-01-17
Issue date: 2023-05-31
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.22
Leverage: Yes

Calculated values

Fair value: 1.21
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.30
Parity: -2.18
Time value: 2.41
Break-even: 244.10
Moneyness: 0.90
Premium: 0.23
Premium p.a.: 0.40
Spread abs.: 0.19
Spread %: 8.56%
Delta: 0.49
Theta: -0.07
Omega: 4.06
Rho: 0.46
 

Quote data

Open: 2.39
High: 2.39
Low: 2.39
Previous Close: 2.37
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.09%
1 Month  
+29.89%
3 Months  
+7.17%
YTD  
+227.40%
1 Year  
+368.63%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.75 2.37
1M High / 1M Low: 2.86 1.84
6M High / 6M Low: 2.94 0.41
High (YTD): 2024-03-08 2.94
Low (YTD): 2024-01-12 0.43
52W High: 2024-03-08 2.94
52W Low: 2023-10-25 0.35
Avg. price 1W:   2.55
Avg. volume 1W:   0.00
Avg. price 1M:   2.39
Avg. volume 1M:   0.00
Avg. price 6M:   1.66
Avg. volume 6M:   0.00
Avg. price 1Y:   1.11
Avg. volume 1Y:   0.00
Volatility 1M:   148.62%
Volatility 6M:   205.66%
Volatility 1Y:   178.99%
Volatility 3Y:   -