Goldman Sachs Call 22 DBK 21.02.2.../  DE000GJ78217  /

EUWAX
1/24/2025  9:03:54 AM Chg.+0.007 Bid8:54:20 PM Ask8:54:20 PM Underlying Strike price Expiration date Option type
0.077EUR +10.00% 0.070
Bid Size: 10,000
0.140
Ask Size: 5,000
DEUTSCHE BANK AG NA ... 22.00 EUR 2/21/2025 Call
 

Master data

WKN: GJ7821
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DEUTSCHE BANK AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 22.00 EUR
Maturity: 2/21/2025
Issue date: 11/21/2024
Last trading day: 2/20/2025
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 131.38
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.44
Historic volatility: 0.28
Parity: -2.95
Time value: 0.15
Break-even: 22.15
Moneyness: 0.87
Premium: 0.16
Premium p.a.: 6.12
Spread abs.: 0.09
Spread %: 150.00%
Delta: 0.13
Theta: -0.01
Omega: 17.37
Rho: 0.00
 

Quote data

Open: 0.077
High: 0.077
Low: 0.077
Previous Close: 0.070
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.33%
1 Month  
+92.50%
3 Months     -
YTD  
+156.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.077 0.060
1M High / 1M Low: 0.077 0.030
6M High / 6M Low: - -
High (YTD): 1/22/2025 0.077
Low (YTD): 1/8/2025 0.030
52W High: - -
52W Low: - -
Avg. price 1W:   0.071
Avg. volume 1W:   0.000
Avg. price 1M:   0.049
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   293.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -