Goldman Sachs Call 240 DB1 21.02..../  DE000GJ7CP05  /

EUWAX
1/24/2025  10:48:33 AM Chg.-0.070 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.340EUR -17.07% -
Bid Size: -
-
Ask Size: -
DEUTSCHE BOERSE NA O... 240.00 EUR 2/21/2025 Call
 

Master data

WKN: GJ7CP0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: DEUTSCHE BOERSE NA O.N.
Type: Warrant
Option type: Call
Strike price: 240.00 EUR
Maturity: 2/21/2025
Issue date: 11/25/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 53.88
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.15
Parity: -0.51
Time value: 0.44
Break-even: 244.36
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.71
Spread abs.: 0.15
Spread %: 52.45%
Delta: 0.40
Theta: -0.12
Omega: 21.55
Rho: 0.07
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+78.95%
1 Month  
+100.00%
3 Months     -
YTD  
+112.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.410 0.220
1M High / 1M Low: 0.410 0.100
6M High / 6M Low: - -
High (YTD): 1/23/2025 0.410
Low (YTD): 1/7/2025 0.100
52W High: - -
52W Low: - -
Avg. price 1W:   0.300
Avg. volume 1W:   0.000
Avg. price 1M:   0.196
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   316.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -