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Goldman Sachs Call 80 SWKS 21.06..../  DE000GZ9XX46  /

EUWAX
14/06/2024  11:07:03 Chg.+0.37 Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
2.46EUR +17.70% -
Bid Size: -		 -
Ask Size: -		 Skyworks Solutions I... 80.00 - 21/06/2024 Call
 

Master data

WKN: GZ9XX4
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 21/06/2024
Issue date: 17/05/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.08
Leverage: Yes

Calculated values

Fair value: 1.75
Intrinsic value: 1.75
Implied volatility: 2.96
Historic volatility: 0.29
Parity: 1.75
Time value: 0.64
Break-even: 103.90
Moneyness: 1.22
Premium: 0.07
Premium p.a.: 46.88
Spread abs.: 0.36
Spread %: 17.73%
Delta: 0.76
Theta: -0.96
Omega: 3.11
Rho: 0.01
 

Quote data

Open: 2.46
High: 2.46
Low: 2.46
Previous Close: 2.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+117.70%
1 Month  
+82.22%
3 Months
  -0.81%
YTD
  -24.54%
1 Year
  -24.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.46 1.03
1M High / 1M Low: 2.46 0.97
6M High / 6M Low: 3.28 0.97
High (YTD): 23/01/2024 2.89
Low (YTD): 30/05/2024 0.97
52W High: 31/07/2023 3.55
52W Low: 30/05/2024 0.97
Avg. price 1W:   1.68
Avg. volume 1W:   0.00
Avg. price 1M:   1.29
Avg. volume 1M:   0.00
Avg. price 6M:   2.15
Avg. volume 6M:   0.00
Avg. price 1Y:   2.33
Avg. volume 1Y:   0.00
Volatility 1M:   221.83%
Volatility 6M:   154.20%
Volatility 1Y:   123.30%
Volatility 3Y:   -