Goldman Sachs Call 100 CFR 19.06..../  DE000GJ1YK18  /

EUWAX
1/24/2025  10:34:51 AM Chg.+0.57 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
8.12EUR +7.55% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 100.00 CHF 6/19/2026 Call
 

Master data

WKN: GJ1YK1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 100.00 CHF
Maturity: 6/19/2026
Issue date: 8/8/2024
Last trading day: 6/18/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.27
Leverage: Yes

Calculated values

Fair value: 8.01
Intrinsic value: 7.47
Implied volatility: 0.26
Historic volatility: 0.32
Parity: 7.47
Time value: 0.44
Break-even: 184.27
Moneyness: 1.71
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.25
Spread %: 3.26%
Delta: 0.98
Theta: -0.01
Omega: 2.23
Rho: 1.36
 

Quote data

Open: 8.12
High: 8.12
Low: 8.12
Previous Close: 7.55
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.37%
1 Month  
+85.39%
3 Months  
+116.53%
YTD  
+81.25%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 8.12 7.02
1M High / 1M Low: 8.12 4.37
6M High / 6M Low: - -
High (YTD): 1/24/2025 8.12
Low (YTD): 1/3/2025 4.38
52W High: - -
52W Low: - -
Avg. price 1W:   7.49
Avg. volume 1W:   0.00
Avg. price 1M:   5.60
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   151.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -