Goldman Sachs Call 28 SGE 21.03.2.../  DE000GJ66Z05  /

EUWAX
23/01/2025  09:44:05 Chg.0.000 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.260EUR 0.00% -
Bid Size: -
-
Ask Size: -
STE GENERALE INH. EO... 28.00 EUR 21/03/2025 Call
 

Master data

WKN: GJ66Z0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: STE GENERALE INH. EO 1,25
Type: Warrant
Option type: Call
Strike price: 28.00 EUR
Maturity: 21/03/2025
Issue date: 06/11/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.41
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.13
Implied volatility: 0.39
Historic volatility: 0.28
Parity: 0.13
Time value: 0.13
Break-even: 30.57
Moneyness: 1.05
Premium: 0.04
Premium p.a.: 0.31
Spread abs.: 0.02
Spread %: 8.44%
Delta: 0.66
Theta: -0.02
Omega: 7.49
Rho: 0.03
 

Quote data

Open: 0.260
High: 0.260
Low: 0.260
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month  
+116.67%
3 Months     -
YTD  
+100.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.260 0.220
1M High / 1M Low: 0.260 0.120
6M High / 6M Low: - -
High (YTD): 23/01/2025 0.260
Low (YTD): 07/01/2025 0.120
52W High: - -
52W Low: - -
Avg. price 1W:   0.252
Avg. volume 1W:   0.000
Avg. price 1M:   0.177
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   133.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -