Goldman Sachs Call 20 SMCI 21.03..../  DE000GJ671M7  /

EUWAX
1/23/2025  9:44:09 AM Chg.-0.19 Bid9:51:46 PM Ask9:51:46 PM Underlying Strike price Expiration date Option type
14.21EUR -1.32% 14.07
Bid Size: 3,000
-
Ask Size: -
Super Micro Computer... 20.00 USD 3/21/2025 Call
 

Master data

WKN: GJ671M
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Super Micro Computer Inc
Type: Warrant
Option type: Call
Strike price: 20.00 USD
Maturity: 3/21/2025
Issue date: 11/6/2024
Last trading day: 3/20/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.25
Leverage: Yes

Calculated values

Fair value: 13.95
Intrinsic value: 13.32
Implied volatility: 1.34
Historic volatility: 1.08
Parity: 13.32
Time value: 1.14
Break-even: 33.68
Moneyness: 1.69
Premium: 0.04
Premium p.a.: 0.25
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.90
Theta: -0.03
Omega: 2.02
Rho: 0.02
 

Quote data

Open: 14.21
High: 14.21
Low: 14.21
Previous Close: 14.40
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.08%
1 Month  
+4.33%
3 Months     -
YTD  
+10.24%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 14.40 12.19
1M High / 1M Low: 17.02 11.70
6M High / 6M Low: - -
High (YTD): 1/7/2025 17.02
Low (YTD): 1/3/2025 11.70
52W High: - -
52W Low: - -
Avg. price 1W:   12.90
Avg. volume 1W:   0.00
Avg. price 1M:   13.38
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   156.23%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -