Goldman Sachs Call 20 CBK 21.02.2.../  DE000GJ77Z28  /

EUWAX
1/24/2025  9:03:26 AM Chg.+0.050 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.170EUR +41.67% -
Bid Size: -
-
Ask Size: -
COMMERZBANK AG 20.00 EUR 2/21/2025 Call
 

Master data

WKN: GJ77Z2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 2/21/2025
Issue date: 11/21/2024
Last trading day: 2/20/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 50.80
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.32
Parity: -1.87
Time value: 0.36
Break-even: 20.36
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 3.51
Spread abs.: 0.24
Spread %: 195.04%
Delta: 0.26
Theta: -0.01
Omega: 13.17
Rho: 0.00
 

Quote data

Open: 0.170
High: 0.170
Low: 0.170
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+54.55%
1 Month  
+240.00%
3 Months     -
YTD  
+286.36%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.170 0.120
1M High / 1M Low: 0.170 0.040
6M High / 6M Low: - -
High (YTD): 1/24/2025 0.170
Low (YTD): 1/6/2025 0.040
52W High: - -
52W Low: - -
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   286.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -