Goldman Sachs Call 130 CFR 21.03..../  DE000GJ9HG09  /

EUWAX
24/01/2025  09:16:56 Chg.+0.61 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
4.71EUR +14.88% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 130.00 CHF 21/03/2025 Call
 

Master data

WKN: GJ9HG0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 130.00 CHF
Maturity: 21/03/2025
Issue date: 15/01/2025
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.00
Leverage: Yes

Calculated values

Fair value: 4.38
Intrinsic value: 4.31
Implied volatility: 0.53
Historic volatility: 0.32
Parity: 4.31
Time value: 0.19
Break-even: 181.72
Moneyness: 1.32
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.22
Spread %: 5.14%
Delta: 0.93
Theta: -0.06
Omega: 3.71
Rho: 0.18
 

Quote data

Open: 4.71
High: 4.71
Low: 4.71
Previous Close: 4.10
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.27%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 4.71 3.67
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.03
Avg. volume 1W:   0.00
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -