Goldman Sachs Call 75 MBG 21.02.2.../  DE000GJ7UG38  /

EUWAX
1/9/2025  9:12:03 AM Chg.- Bid11:32:31 AM Ask11:32:31 AM Underlying Strike price Expiration date Option type
0.022EUR - 0.023
Bid Size: 30,000
0.043
Ask Size: 30,000
MERCEDES-BENZ GROUP ... 75.00 EUR 2/21/2025 Call
 

Master data

WKN: GJ7UG3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 75.00 EUR
Maturity: 2/21/2025
Issue date: 12/4/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 123.40
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.68
Historic volatility: 0.23
Parity: -2.19
Time value: 0.04
Break-even: 75.43
Moneyness: 0.71
Premium: 0.42
Premium p.a.: 20.27
Spread abs.: 0.02
Spread %: 86.96%
Delta: 0.08
Theta: -0.02
Omega: 10.40
Rho: 0.00
 

Quote data

Open: 0.022
High: 0.022
Low: 0.022
Previous Close: 0.023
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -8.33%
3 Months     -
YTD
  -8.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.024 0.022
1M High / 1M Low: 0.027 0.022
6M High / 6M Low: - -
High (YTD): 1/7/2025 0.024
Low (YTD): 1/9/2025 0.022
52W High: - -
52W Low: - -
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   64.00%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -