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Goldman Sachs Call 300 AMG 17.01..../  DE000GP44XS2  /

EUWAX
2024-09-06  9:02:35 AM Chg.-0.42 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
3.67EUR -10.27% -
Bid Size: -		 -
Ask Size: -		 AMGEN INC. DL-... 300.00 - 2025-01-17 Call
 

Master data

WKN: GP44XS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: AMGEN INC. DL-,0001
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 2025-01-17
Issue date: 2023-05-23
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 8.26
Leverage: Yes

Calculated values

Fair value: 1.20
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.22
Parity: -1.08
Time value: 3.50
Break-even: 335.00
Moneyness: 0.96
Premium: 0.16
Premium p.a.: 0.50
Spread abs.: 0.05
Spread %: 1.45%
Delta: 0.54
Theta: -0.16
Omega: 4.44
Rho: 0.43
 

Quote data

Open: 3.67
High: 3.67
Low: 3.67
Previous Close: 4.09
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.63%
1 Month
  -8.48%
3 Months  
+15.41%
YTD  
+52.92%
1 Year  
+184.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.39 3.67
1M High / 1M Low: 4.39 3.61
6M High / 6M Low: 5.03 1.20
High (YTD): 2024-08-05 5.03
Low (YTD): 2024-04-19 1.20
52W High: 2024-08-05 5.03
52W Low: 2024-04-19 1.20
Avg. price 1W:   4.14
Avg. volume 1W:   0.00
Avg. price 1M:   3.99
Avg. volume 1M:   0.00
Avg. price 6M:   3.08
Avg. volume 6M:   0.00
Avg. price 1Y:   2.67
Avg. volume 1Y:   0.00
Volatility 1M:   95.41%
Volatility 6M:   212.40%
Volatility 1Y:   174.33%
Volatility 3Y:   -