Goldman Sachs Call 7950 CAC 40 21.../  DE000GJ9PAR5  /

EUWAX
23/01/2025  08:44:37 Chg.+0.240 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.860EUR +38.71% -
Bid Size: -
-
Ask Size: -
- 7,950.00 EUR 21/02/2025 Call
 

Master data

WKN: GJ9PAR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 7,950.00 EUR
Maturity: 21/02/2025
Issue date: 20/01/2025
Last trading day: 20/02/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 99.21
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.13
Parity: -1.13
Time value: 0.79
Break-even: 8,029.00
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.36
Spread abs.: 0.02
Spread %: 2.60%
Delta: 0.38
Theta: -2.20
Omega: 38.08
Rho: 2.33
 

Quote data

Open: 0.860
High: 0.860
Low: 0.860
Previous Close: 0.620
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -