Goldman Sachs Call 20 PHI1 18.12..../  DE000GJ8XKR0  /

EUWAX
1/23/2025  9:20:06 AM Chg.-0.020 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.690EUR -2.82% -
Bid Size: -
-
Ask Size: -
KONINKL. PHILIPS EO ... 20.00 EUR 12/18/2026 Call
 

Master data

WKN: GJ8XKR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: KONINKL. PHILIPS EO -,20
Type: Warrant
Option type: Call
Strike price: 20.00 EUR
Maturity: 12/18/2026
Issue date: 1/3/2025
Last trading day: 12/17/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.68
Leverage: Yes

Calculated values

Fair value: 0.89
Intrinsic value: 0.55
Implied volatility: 0.20
Historic volatility: 0.41
Parity: 0.55
Time value: 0.14
Break-even: 26.93
Moneyness: 1.27
Premium: 0.06
Premium p.a.: 0.03
Spread abs.: 0.01
Spread %: 1.91%
Delta: 0.89
Theta: 0.00
Omega: 3.27
Rho: 0.30
 

Quote data

Open: 0.690
High: 0.690
Low: 0.690
Previous Close: 0.710
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+6.15%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.710 0.650
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.680
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:   -