Goldman Sachs Call 500 GEBN 18.12.../  DE000GJ8XL60  /

EUWAX
1/24/2025  9:19:44 AM Chg.-0.010 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.590EUR -1.67% -
Bid Size: -
-
Ask Size: -
GEBERIT N 500.00 CHF 12/18/2026 Call
 

Master data

WKN: GJ8XL6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEBERIT N
Type: Warrant
Option type: Call
Strike price: 500.00 CHF
Maturity: 12/18/2026
Issue date: 1/3/2025
Last trading day: 12/17/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.17
Leverage: Yes

Calculated values

Fair value: 0.70
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.21
Parity: -0.03
Time value: 0.64
Break-even: 589.84
Moneyness: 0.99
Premium: 0.13
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 8.47%
Delta: 0.62
Theta: -0.06
Omega: 5.07
Rho: 4.94
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.600
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.84%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.620 0.590
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.604
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -