Goldman Sachs Call 17 CBK 21.02.2.../  DE000GJ8A6F0  /

EUWAX
1/24/2025  10:46:25 AM Chg.+0.18 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
1.51EUR +13.53% -
Bid Size: -
-
Ask Size: -
COMMERZBANK AG 17.00 EUR 2/21/2025 Call
 

Master data

WKN: GJ8A6F
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: COMMERZBANK AG
Type: Warrant
Option type: Call
Strike price: 17.00 EUR
Maturity: 2/21/2025
Issue date: 12/13/2024
Last trading day: 2/20/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 11.19
Leverage: Yes

Calculated values

Fair value: 1.37
Intrinsic value: 1.14
Implied volatility: 0.47
Historic volatility: 0.32
Parity: 1.14
Time value: 0.49
Break-even: 18.62
Moneyness: 1.07
Premium: 0.03
Premium p.a.: 0.41
Spread abs.: 0.42
Spread %: 35.00%
Delta: 0.72
Theta: -0.02
Omega: 8.03
Rho: 0.01
 

Quote data

Open: 1.51
High: 1.51
Low: 1.51
Previous Close: 1.33
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.19%
1 Month  
+619.05%
3 Months     -
YTD  
+504.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.39 1.04
1M High / 1M Low: 1.39 0.22
6M High / 6M Low: - -
High (YTD): 1/21/2025 1.39
Low (YTD): 1/2/2025 0.22
52W High: - -
52W Low: - -
Avg. price 1W:   1.28
Avg. volume 1W:   0.00
Avg. price 1M:   0.71
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.82%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -