Goldman Sachs Call 0.83 EUR/GBP 1.../  DE000GJ73DJ5  /

EUWAX
1/23/2025  2:16:02 PM Chg.-0.08 Bid3:16:04 PM Ask3:16:04 PM Underlying Strike price Expiration date Option type
1.91EUR -4.02% 1.93
Bid Size: 50,000
1.96
Ask Size: 50,000
- 0.83 GBP 2/14/2025 Call
 

Master data

WKN: GJ73DJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 0.83 GBP
Maturity: 2/14/2025
Issue date: 11/19/2024
Last trading day: 2/13/2025
Ratio: 1:100
Exercise type: European
Quanto: No
Gearing: 50.00
Leverage: Yes

Calculated values

Fair value: 1.99
Intrinsic value: 1.80
Implied volatility: 0.05
Historic volatility: 0.05
Parity: 1.80
Time value: 0.20
Break-even: 1.00
Moneyness: 1.02
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 1.52%
Delta: 0.94
Theta: 0.00
Omega: 46.85
Rho: 0.00
 

Quote data

Open: 1.98
High: 1.98
Low: 1.91
Previous Close: 1.99
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.35%
1 Month  
+103.19%
3 Months     -
YTD  
+138.75%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.11 1.70
1M High / 1M Low: 2.11 0.68
6M High / 6M Low: - -
High (YTD): 1/20/2025 2.11
Low (YTD): 1/7/2025 0.68
52W High: - -
52W Low: - -
Avg. price 1W:   1.93
Avg. volume 1W:   0.00
Avg. price 1M:   1.33
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   365.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -