Goldman Sachs Call 360 AMGN 17.01.../  DE000GJ6V6T8  /

EUWAX
1/9/2025  10:57:12 AM Chg.- Bid9:29:42 AM Ask9:29:42 AM Underlying Strike price Expiration date Option type
0.020EUR - 0.020
Bid Size: 10,000
0.170
Ask Size: 3,000
Amgen Inc 360.00 USD 1/17/2025 Call
 

Master data

WKN: GJ6V6T
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Amgen Inc
Type: Warrant
Option type: Call
Strike price: 360.00 USD
Maturity: 1/17/2025
Issue date: 11/13/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 361.41
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.23
Historic volatility: 0.24
Parity: -9.30
Time value: 0.07
Break-even: 350.34
Moneyness: 0.73
Premium: 0.37
Premium p.a.: 0.00
Spread abs.: 0.05
Spread %: 238.10%
Delta: 0.04
Theta: -0.28
Omega: 15.30
Rho: 0.00
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -60.00%
3 Months     -
YTD
  -33.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.020 0.020
1M High / 1M Low: 0.050 0.020
6M High / 6M Low: - -
High (YTD): 1/9/2025 0.020
Low (YTD): 1/9/2025 0.020
52W High: - -
52W Low: - -
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   297.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -