Goldman Sachs Call 160 CFR 21.02..../  DE000GJ7S6H7  /

EUWAX
1/24/2025  10:53:43 AM Chg.+0.51 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
1.68EUR +43.59% -
Bid Size: -
-
Ask Size: -
RICHEMONT N 160.00 CHF 2/21/2025 Call
 

Master data

WKN: GJ7S6H
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RICHEMONT N
Type: Warrant
Option type: Call
Strike price: 160.00 CHF
Maturity: 2/21/2025
Issue date: 12/3/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.65
Leverage: Yes

Calculated values

Fair value: 1.30
Intrinsic value: 1.04
Implied volatility: 0.40
Historic volatility: 0.32
Parity: 1.04
Time value: 0.38
Break-even: 183.49
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.31
Spread abs.: 0.07
Spread %: 5.19%
Delta: 0.73
Theta: -0.13
Omega: 9.25
Rho: 0.09
 

Quote data

Open: 1.68
High: 1.68
Low: 1.68
Previous Close: 1.17
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+88.76%
1 Month  
+1580.00%
3 Months     -
YTD  
+1580.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.68 0.83
1M High / 1M Low: 1.68 0.09
6M High / 6M Low: - -
High (YTD): 1/24/2025 1.68
Low (YTD): 1/13/2025 0.09
52W High: - -
52W Low: - -
Avg. price 1W:   1.13
Avg. volume 1W:   0.00
Avg. price 1M:   0.47
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   2,084.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -