Goldman Sachs Call 20 CBK 21.03.2.../  DE000GJ4JPN6  /

EUWAX
24/01/2025  09:48:28 Chg.+0.040 Bid14:40:16 Ask14:40:16 Underlying Strike price Expiration date Option type
0.150EUR +36.36% 0.150
Bid Size: 20,000
0.160
Ask Size: 20,000
COMMERZBANK AG 20.00 EUR 21/03/2025 Call
 

Master data

WKN: GJ4JPN
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 21/03/2025
Issue date: 30/09/2024
Last trading day: 20/03/2025
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 61.47
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.32
Parity: -1.87
Time value: 0.30
Break-even: 20.30
Moneyness: 0.91
Premium: 0.12
Premium p.a.: 1.08
Spread abs.: 0.19
Spread %: 168.18%
Delta: 0.24
Theta: -0.01
Omega: 14.76
Rho: 0.01
 

Quote data

Open: 0.150
High: 0.150
Low: 0.150
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+105.48%
1 Month  
+552.17%
3 Months  
+50.00%
YTD  
+500.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.130 0.073
1M High / 1M Low: 0.130 0.022
6M High / 6M Low: - -
High (YTD): 21/01/2025 0.130
Low (YTD): 03/01/2025 0.022
52W High: - -
52W Low: - -
Avg. price 1W:   0.111
Avg. volume 1W:   0.000
Avg. price 1M:   0.061
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   334.01%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -