Goldman Sachs Call 170 CGM 21.02..../  DE000GJ7S0W9  /

EUWAX
1/24/2025  10:53:38 AM Chg.+0.190 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.630EUR +43.18% -
Bid Size: -
-
Ask Size: -
CAPGEMINI SE INH. EO... 170.00 EUR 2/21/2025 Call
 

Master data

WKN: GJ7S0W
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: CAPGEMINI SE INH. EO 8
Type: Warrant
Option type: Call
Strike price: 170.00 EUR
Maturity: 2/21/2025
Issue date: 12/3/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.68
Leverage: Yes

Calculated values

Fair value: 0.33
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.23
Parity: -0.25
Time value: 0.81
Break-even: 178.10
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 1.29
Spread abs.: 0.30
Spread %: 58.82%
Delta: 0.49
Theta: -0.17
Omega: 10.13
Rho: 0.05
 

Quote data

Open: 0.630
High: 0.630
Low: 0.630
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+90.91%
1 Month  
+65.79%
3 Months     -
YTD  
+70.27%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.630 0.410
1M High / 1M Low: 0.630 0.280
6M High / 6M Low: - -
High (YTD): 1/24/2025 0.630
Low (YTD): 1/13/2025 0.280
52W High: - -
52W Low: - -
Avg. price 1W:   0.494
Avg. volume 1W:   0.000
Avg. price 1M:   0.389
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   248.87%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -