Goldman Sachs Call 230 AVGO 17.01.../  DE000GJ920A3  /

EUWAX
1/10/2025  3:20:24 PM Chg.-0.130 Bid4:29:25 PM Ask4:29:25 PM Underlying Strike price Expiration date Option type
0.360EUR -26.53% 0.280
Bid Size: 10,000
0.350
Ask Size: 10,000
Broadcom Inc 230.00 USD 1/17/2025 Call
 

Master data

WKN: GJ920A
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Broadcom Inc
Type: Warrant
Option type: Call
Strike price: 230.00 USD
Maturity: 1/17/2025
Issue date: 1/7/2025
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 36.63
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.51
Parity: -0.07
Time value: 0.61
Break-even: 229.45
Moneyness: 1.00
Premium: 0.03
Premium p.a.: 3.74
Spread abs.: 0.10
Spread %: 19.69%
Delta: 0.50
Theta: -0.46
Omega: 18.33
Rho: 0.02
 

Quote data

Open: 0.360
High: 0.360
Low: 0.360
Previous Close: 0.490
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

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6M High / 6M Low: - -
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Low (YTD): - -
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52W Low: - -
Avg. price 1W:   -
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Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
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Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -