Goldman Sachs Call 7450 CAC 40 17.../  DE000GJ6XMP4  /

EUWAX
1/8/2025  8:24:46 AM Chg.+0.250 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.920EUR +37.31% -
Bid Size: -
-
Ask Size: -
- 7,450.00 EUR 1/17/2025 Call
 

Master data

WKN: GJ6XMP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 7,450.00 EUR
Maturity: 1/17/2025
Issue date: 11/14/2024
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 80.53
Leverage: Yes

Calculated values

Fair value: 0.85
Intrinsic value: 0.39
Implied volatility: 0.15
Historic volatility: 0.13
Parity: 0.39
Time value: 0.54
Break-even: 7,543.00
Moneyness: 1.01
Premium: 0.01
Premium p.a.: 0.34
Spread abs.: 0.03
Spread %: 3.33%
Delta: 0.61
Theta: -4.02
Omega: 48.88
Rho: 1.10
 

Quote data

Open: 0.920
High: 0.920
Low: 0.920
Previous Close: 0.670
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+142.11%
1 Month     0.00%
3 Months     -
YTD  
+142.11%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.760 0.550
1M High / 1M Low: 1.780 0.360
6M High / 6M Low: - -
High (YTD): 1/6/2025 0.760
Low (YTD): 1/3/2025 0.550
52W High: - -
52W Low: - -
Avg. price 1W:   0.640
Avg. volume 1W:   500
Avg. price 1M:   0.825
Avg. volume 1M:   117.647
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   354.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -