Goldman Sachs Call 220 DB1 21.02..../  DE000GJ7CUM6  /

EUWAX
1/10/2025  6:03:54 PM Chg.-0.160 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.890EUR -15.24% -
Bid Size: -
-
Ask Size: -
DEUTSCHE BOERSE NA O... 220.00 EUR 2/21/2025 Call
 

Master data

WKN: GJ7CUM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 220.00 EUR
Maturity: 2/21/2025
Issue date: 11/25/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.99
Leverage: Yes

Calculated values

Fair value: 1.07
Intrinsic value: 0.87
Implied volatility: 0.29
Historic volatility: 0.15
Parity: 0.87
Time value: 0.56
Break-even: 234.30
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 0.23
Spread abs.: 0.30
Spread %: 26.55%
Delta: 0.68
Theta: -0.11
Omega: 10.93
Rho: 0.16
 

Quote data

Open: 0.890
High: 0.890
Low: 0.890
Previous Close: 1.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     -
YTD
  -2.20%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.05 0.68
1M High / 1M Low: 1.06 0.68
6M High / 6M Low: - -
High (YTD): 1/9/2025 1.05
Low (YTD): 1/6/2025 0.68
52W High: - -
52W Low: - -
Avg. price 1W:   0.84
Avg. volume 1W:   0.00
Avg. price 1M:   0.91
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   177.74%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -