Goldman Sachs Call 12 BOY 21.02.2.../  DE000GJ77ZW2  /

EUWAX
1/23/2025  9:03:37 AM Chg.-0.012 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.054EUR -18.18% -
Bid Size: -
-
Ask Size: -
BCO BIL.VIZ.ARG.NOM.... 12.00 EUR 2/21/2025 Call
 

Master data

WKN: GJ77ZW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 2/21/2025
Issue date: 11/21/2024
Last trading day: 2/20/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 101.52
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.47
Historic volatility: 0.28
Parity: -1.65
Time value: 0.10
Break-even: 12.10
Moneyness: 0.86
Premium: 0.17
Premium p.a.: 6.12
Spread abs.: 0.05
Spread %: 96.15%
Delta: 0.15
Theta: -0.01
Omega: 15.40
Rho: 0.00
 

Quote data

Open: 0.054
High: 0.054
Low: 0.054
Previous Close: 0.066
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.57%
1 Month  
+86.21%
3 Months     -
YTD  
+107.69%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.066 0.053
1M High / 1M Low: 0.069 0.026
6M High / 6M Low: - -
High (YTD): 1/16/2025 0.069
Low (YTD): 1/2/2025 0.026
52W High: - -
52W Low: - -
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   247.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -