Goldman Sachs Call 35 PAH3 17.01..../  DE000GJ6QJ73  /

EUWAX
09/01/2025  10:39:01 Chg.- Bid12:14:00 Ask12:14:00 Underlying Strike price Expiration date Option type
0.130EUR - 0.160
Bid Size: 50,000
0.170
Ask Size: 50,000
PORSCHE AUTOM.HLDG V... 35.00 EUR 17/01/2025 Call
 

Master data

WKN: GJ6QJ7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 17/01/2025
Issue date: 11/11/2024
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.71
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.06
Implied volatility: 0.93
Historic volatility: 0.23
Parity: 0.06
Time value: 0.15
Break-even: 37.13
Moneyness: 1.02
Premium: 0.04
Premium p.a.: 7.97
Spread abs.: 0.03
Spread %: 16.39%
Delta: 0.58
Theta: -0.13
Omega: 9.69
Rho: 0.00
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -18.75%
1 Month
  -23.53%
3 Months     -
YTD
  -27.78%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.230 0.130
1M High / 1M Low: 0.230 0.120
6M High / 6M Low: - -
High (YTD): 07/01/2025 0.230
Low (YTD): 09/01/2025 0.130
52W High: - -
52W Low: - -
Avg. price 1W:   0.190
Avg. volume 1W:   0.000
Avg. price 1M:   0.166
Avg. volume 1M:   24.667
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   269.95%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -