Goldman Sachs Call 700 GEBN 19.06.../  DE000GJ5A8E2  /

EUWAX
1/24/2025  10:21:23 AM Chg.-0.003 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.076EUR -3.80% -
Bid Size: -
-
Ask Size: -
GEBERIT N 700.00 CHF 6/19/2026 Call
 

Master data

WKN: GJ5A8E
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEBERIT N
Type: Warrant
Option type: Call
Strike price: 700.00 CHF
Maturity: 6/19/2026
Issue date: 10/14/2024
Last trading day: 6/18/2026
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 49.64
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.18
Parity: -2.14
Time value: 0.11
Break-even: 751.26
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 0.29
Spread abs.: 0.03
Spread %: 39.47%
Delta: 0.16
Theta: -0.04
Omega: 7.95
Rho: 1.03
 

Quote data

Open: 0.076
High: 0.076
Low: 0.076
Previous Close: 0.079
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month
  -41.54%
3 Months
  -30.91%
YTD
  -41.54%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.079 0.076
1M High / 1M Low: 0.130 0.067
6M High / 6M Low: - -
High (YTD): 1/8/2025 0.130
Low (YTD): 1/16/2025 0.067
52W High: - -
52W Low: - -
Avg. price 1W:   0.078
Avg. volume 1W:   0.000
Avg. price 1M:   0.100
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   214.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -