Goldman Sachs Call 170 JNJ 21.03..../  DE000GJ4MUM2  /

EUWAX
1/24/2025  9:43:13 AM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.020EUR 0.00% -
Bid Size: -
-
Ask Size: -
Johnson and Johnson 170.00 USD 3/21/2025 Call
 

Master data

WKN: GJ4MUM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Johnson and Johnson
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 3/21/2025
Issue date: 10/1/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 423.93
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.15
Parity: -2.21
Time value: 0.03
Break-even: 162.32
Moneyness: 0.86
Premium: 0.16
Premium p.a.: 1.68
Spread abs.: 0.01
Spread %: 43.48%
Delta: 0.06
Theta: -0.01
Omega: 26.47
Rho: 0.01
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -50.00%
3 Months
  -92.00%
YTD
  -50.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.030 0.020
1M High / 1M Low: 0.040 0.020
6M High / 6M Low: - -
High (YTD): 1/22/2025 0.030
Low (YTD): 1/24/2025 0.020
52W High: - -
52W Low: - -
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.68%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -