Goldman Sachs Call 190 CFR 21.02..../  DE000GJ9RGL1  /

EUWAX
1/23/2025  10:35:34 AM Chg.+0.023 Bid1/23/2025 Ask1/23/2025 Underlying Strike price Expiration date Option type
0.070EUR +48.94% 0.070
Bid Size: 10,000
0.120
Ask Size: 3,000
RICHEMONT N 190.00 CHF 2/21/2025 Call
 

Master data

WKN: GJ9RGL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 190.00 CHF
Maturity: 2/21/2025
Issue date: 1/21/2025
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 171.07
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.32
Parity: -2.51
Time value: 0.10
Break-even: 202.34
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 4.70
Spread abs.: 0.07
Spread %: 212.12%
Delta: 0.12
Theta: -0.06
Omega: 20.17
Rho: 0.02
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.047
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
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1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
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Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -