Goldman Sachs Call 1200 RAA 19.09.../  DE000GJ4EEM3  /

EUWAX
1/24/2025  6:16:47 PM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.120EUR 0.00% -
Bid Size: -
-
Ask Size: -
RATIONAL AG 1,200.00 EUR 9/19/2025 Call
 

Master data

WKN: GJ4EEM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Call
Strike price: 1,200.00 EUR
Maturity: 9/19/2025
Issue date: 9/26/2024
Last trading day: 9/18/2025
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 38.12
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.25
Parity: -3.46
Time value: 0.22
Break-even: 1,222.40
Moneyness: 0.71
Premium: 0.43
Premium p.a.: 0.74
Spread abs.: 0.10
Spread %: 80.65%
Delta: 0.18
Theta: -0.15
Omega: 6.92
Rho: 0.86
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -33.33%
3 Months
  -69.23%
YTD
  -25.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.120 0.110
1M High / 1M Low: 0.190 0.100
6M High / 6M Low: - -
High (YTD): 1/2/2025 0.170
Low (YTD): 1/14/2025 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.134
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -