Goldman Sachs Call 8000 CAC 40 20.../  DE000GJ17R13  /

EUWAX
1/24/2025  8:26:21 AM Chg.+0.43 Bid9:09:31 PM Ask9:09:31 PM Underlying Strike price Expiration date Option type
2.04EUR +26.71% 2.00
Bid Size: 50,000
2.01
Ask Size: 50,000
- 8,000.00 EUR 6/20/2025 Call
 

Master data

WKN: GJ17R1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 8,000.00 EUR
Maturity: 6/20/2025
Issue date: 7/24/2024
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 40.06
Leverage: Yes

Calculated values

Fair value: 2.51
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.13
Parity: -1.07
Time value: 1.97
Break-even: 8,197.00
Moneyness: 0.99
Premium: 0.04
Premium p.a.: 0.10
Spread abs.: 0.01
Spread %: 0.51%
Delta: 0.50
Theta: -0.99
Omega: 19.97
Rho: 15.06
 

Quote data

Open: 2.04
High: 2.04
Low: 2.04
Previous Close: 1.61
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+101.98%
1 Month  
+374.42%
3 Months  
+54.55%
YTD  
+385.71%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.61 1.01
1M High / 1M Low: 1.61 0.41
6M High / 6M Low: 2.46 0.34
High (YTD): 1/23/2025 1.61
Low (YTD): 1/6/2025 0.45
52W High: - -
52W Low: - -
Avg. price 1W:   1.30
Avg. volume 1W:   0.00
Avg. price 1M:   0.79
Avg. volume 1M:   0.00
Avg. price 6M:   1.19
Avg. volume 6M:   94.49
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   232.44%
Volatility 6M:   210.08%
Volatility 1Y:   -
Volatility 3Y:   -