Goldman Sachs Call 165 PG 21.02.2.../  DE000GJ9EUP1  /

EUWAX
1/23/2025  9:02:31 AM Chg.-0.010 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.240EUR -4.00% -
Bid Size: -
-
Ask Size: -
Procter and Gamble C... 165.00 USD 2/21/2025 Call
 

Master data

WKN: GJ9EUP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Procter and Gamble Co
Type: Warrant
Option type: Call
Strike price: 165.00 USD
Maturity: 2/21/2025
Issue date: 1/14/2025
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 57.56
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.14
Parity: -0.02
Time value: 0.28
Break-even: 161.28
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.27
Spread abs.: 0.03
Spread %: 12.24%
Delta: 0.51
Theta: -0.05
Omega: 29.61
Rho: 0.06
 

Quote data

Open: 0.240
High: 0.240
Low: 0.240
Previous Close: 0.250
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.250 0.180
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.214
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -