Goldman Sachs Call 560 MUV2 21.02.../  DE000GJ87317  /

EUWAX
1/24/2025  10:14:48 AM Chg.-0.030 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.130EUR -18.75% -
Bid Size: -
-
Ask Size: -
MUENCH.RUECKVERS.VNA... 560.00 EUR 2/21/2025 Call
 

Master data

WKN: GJ8731
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 560.00 EUR
Maturity: 2/21/2025
Issue date: 12/12/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 150.00
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -3.80
Time value: 0.35
Break-even: 563.48
Moneyness: 0.93
Premium: 0.08
Premium p.a.: 1.71
Spread abs.: 0.20
Spread %: 135.14%
Delta: 0.18
Theta: -0.18
Omega: 26.79
Rho: 0.07
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.160
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+44.44%
1 Month
  -23.53%
3 Months     -
YTD  
+18.18%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.160 0.060
1M High / 1M Low: 0.200 0.060
6M High / 6M Low: - -
High (YTD): 1/8/2025 0.200
Low (YTD): 1/21/2025 0.060
52W High: - -
52W Low: - -
Avg. price 1W:   0.114
Avg. volume 1W:   0.000
Avg. price 1M:   0.105
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   621.11%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -