Goldman Sachs Call 12 FTE 19.09.2.../  DE000GJ4GUM4  /

EUWAX
1/9/2025  9:04:17 AM Chg.+0.004 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.064EUR +6.67% -
Bid Size: -
-
Ask Size: -
ORANGE INH. ... 12.00 EUR 9/19/2025 Call
 

Master data

WKN: GJ4GUM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 9/19/2025
Issue date: 9/27/2024
Last trading day: 9/18/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 85.77
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.15
Parity: -2.39
Time value: 0.11
Break-even: 12.11
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.40
Spread abs.: 0.05
Spread %: 80.65%
Delta: 0.14
Theta: 0.00
Omega: 12.10
Rho: 0.01
 

Quote data

Open: 0.064
High: 0.064
Low: 0.064
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.92%
1 Month  
+1.59%
3 Months
  -20.00%
YTD  
+4.92%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.068 0.060
1M High / 1M Low: 0.068 0.056
6M High / 6M Low: - -
High (YTD): 1/3/2025 0.068
Low (YTD): 1/8/2025 0.060
52W High: - -
52W Low: - -
Avg. price 1W:   0.063
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -