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

EUWAX
2024-06-14  10:52:52 AM Chg.+0.20 Bid11:57:13 AM Ask11:57:13 AM Underlying Strike price Expiration date Option type
1.73EUR +13.07% 1.57
Bid Size: 2,000		 1.72
Ask Size: 2,000		 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: 11.35
Leverage: Yes

Calculated values

Fair value: 0.44
Intrinsic value: 0.12
Implied volatility: 1.55
Historic volatility: 0.30
Parity: 0.12
Time value: 1.83
Break-even: 239.50
Moneyness: 1.01
Premium: 0.08
Premium p.a.: 61.61
Spread abs.: 0.20
Spread %: 11.43%
Delta: 0.55
Theta: -1.35
Omega: 6.29
Rho: 0.02
 

Quote data

Open: 1.73
High: 1.73
Low: 1.73
Previous Close: 1.53
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+174.60%
1 Month  
+239.22%
3 Months  
+88.04%
YTD  
+810.53%
1 Year  
+517.86%
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:   -