Goldman Sachs Call 500 GEBN 19.06.../  DE000GJ0A673  /

EUWAX
24/01/2025  10:11:49 Chg.-0.010 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.490EUR -2.00% -
Bid Size: -
-
Ask Size: -
GEBERIT N 500.00 CHF 19/06/2026 Call
 

Master data

WKN: GJ0A67
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEBERIT N
Type: Warrant
Option type: Call
Strike price: 500.00 CHF
Maturity: 19/06/2026
Issue date: 05/07/2024
Last trading day: 18/06/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 8.18
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.21
Parity: -0.03
Time value: 0.64
Break-even: 589.74
Moneyness: 0.99
Premium: 0.13
Premium p.a.: 0.09
Spread abs.: 0.15
Spread %: 30.67%
Delta: 0.60
Theta: -0.07
Omega: 4.91
Rho: 3.49
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -9.26%
1 Month
  -20.97%
3 Months
  -30.99%
YTD
  -23.44%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.530 0.490
1M High / 1M Low: 0.660 0.430
6M High / 6M Low: 1.100 0.430
High (YTD): 07/01/2025 0.660
Low (YTD): 16/01/2025 0.430
52W High: - -
52W Low: - -
Avg. price 1W:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.554
Avg. volume 1M:   0.000
Avg. price 6M:   0.770
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   131.82%
Volatility 6M:   94.86%
Volatility 1Y:   -
Volatility 3Y:   -