Goldman Sachs Call 16 DBK 21.02.2.../  DE000GJ781S1  /

EUWAX
1/24/2025  9:03:52 AM Chg.+0.20 Bid9:25:36 PM Ask9:25:36 PM Underlying Strike price Expiration date Option type
3.22EUR +6.62% 3.13
Bid Size: 5,000
3.28
Ask Size: 5,000
DEUTSCHE BANK AG NA ... 16.00 EUR 2/21/2025 Call
 

Master data

WKN: GJ781S
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 16.00 EUR
Maturity: 2/21/2025
Issue date: 11/21/2024
Last trading day: 2/20/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 5.81
Leverage: Yes

Calculated values

Fair value: 3.09
Intrinsic value: 3.05
Implied volatility: 0.58
Historic volatility: 0.28
Parity: 3.05
Time value: 0.23
Break-even: 19.28
Moneyness: 1.19
Premium: 0.01
Premium p.a.: 0.17
Spread abs.: 0.41
Spread %: 14.29%
Delta: 0.88
Theta: -0.01
Omega: 5.11
Rho: 0.01
 

Quote data

Open: 3.22
High: 3.22
Low: 3.22
Previous Close: 3.02
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+20.15%
1 Month  
+218.81%
3 Months     -
YTD  
+192.73%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.07 2.68
1M High / 1M Low: 3.07 1.02
6M High / 6M Low: - -
High (YTD): 1/22/2025 3.07
Low (YTD): 1/2/2025 1.12
52W High: - -
52W Low: - -
Avg. price 1W:   2.93
Avg. volume 1W:   0.00
Avg. price 1M:   1.85
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   146.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -