Goldman Sachs Call 14.84 INN1 21..../  DE000GJ782M2  /

EUWAX
24/01/2025  09:03:56 Chg.+0.29 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
1.46EUR +24.79% -
Bid Size: -
-
Ask Size: -
ING GROEP NV EO... 14.84 EUR 21/02/2025 Call
 

Master data

WKN: GJ782M
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ING GROEP NV EO -,01
Type: Warrant
Option type: Call
Strike price: 14.84 EUR
Maturity: 21/02/2025
Issue date: 21/11/2024
Last trading day: 20/02/2025
Ratio: 1:1.01
Exercise type: American
Quanto: -
Gearing: 10.90
Leverage: Yes

Calculated values

Fair value: 1.32
Intrinsic value: 1.25
Implied volatility: 0.38
Historic volatility: 0.21
Parity: 1.25
Time value: 0.24
Break-even: 16.31
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.21
Spread abs.: 0.10
Spread %: 7.19%
Delta: 0.80
Theta: -0.01
Omega: 8.67
Rho: 0.01
 

Quote data

Open: 1.46
High: 1.46
Low: 1.46
Previous Close: 1.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.80%
1 Month  
+192.00%
3 Months     -
YTD  
+143.33%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.43 1.17
1M High / 1M Low: 1.43 0.60
6M High / 6M Low: - -
High (YTD): 20/01/2025 1.43
Low (YTD): 06/01/2025 0.63
52W High: - -
52W Low: - -
Avg. price 1W:   1.32
Avg. volume 1W:   0.00
Avg. price 1M:   0.95
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   249.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -