Goldman Sachs Call 15 FTE 21.03.2.../  DE000GJ75F81  /

EUWAX
1/24/2025  10:52:47 AM Chg.-0.001 Bid11:50:56 AM Ask11:50:56 AM Underlying Strike price Expiration date Option type
0.024EUR -4.00% 0.024
Bid Size: 10,000
0.074
Ask Size: 10,000
ORANGE INH. ... 15.00 EUR 3/21/2025 Call
 

Master data

WKN: GJ75F8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ORANGE INH. EO 4
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 3/21/2025
Issue date: 11/20/2024
Last trading day: 3/20/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 136.07
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.15
Parity: -4.80
Time value: 0.08
Break-even: 15.08
Moneyness: 0.68
Premium: 0.48
Premium p.a.: 11.72
Spread abs.: 0.05
Spread %: 200.00%
Delta: 0.07
Theta: 0.00
Omega: 10.09
Rho: 0.00
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.025
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -7.69%
3 Months     -
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.025 0.024
1M High / 1M Low: 0.026 0.023
6M High / 6M Low: - -
High (YTD): 1/8/2025 0.026
Low (YTD): 1/10/2025 0.023
52W High: - -
52W Low: - -
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   69.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -