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

EUWAX
1/24/2025  10:48:38 AM Chg.-0.12 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
1.67EUR -6.70% -
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: 11.51
Leverage: Yes

Calculated values

Fair value: 1.55
Intrinsic value: 1.49
Implied volatility: 0.45
Historic volatility: 0.15
Parity: 1.49
Time value: 0.55
Break-even: 240.40
Moneyness: 1.07
Premium: 0.02
Premium p.a.: 0.37
Spread abs.: 0.50
Spread %: 32.47%
Delta: 0.73
Theta: -0.19
Omega: 8.41
Rho: 0.11
 

Quote data

Open: 1.67
High: 1.67
Low: 1.67
Previous Close: 1.79
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+38.02%
1 Month  
+77.66%
3 Months     -
YTD  
+83.52%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.79 1.29
1M High / 1M Low: 1.79 0.68
6M High / 6M Low: - -
High (YTD): 1/23/2025 1.79
Low (YTD): 1/6/2025 0.68
52W High: - -
52W Low: - -
Avg. price 1W:   1.52
Avg. volume 1W:   0.00
Avg. price 1M:   1.11
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   203.05%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -