Goldman Sachs Call 25 ARRD 18.12..../  DE000GJ8XGU2  /

EUWAX
1/9/2025  9:18:58 AM Chg.-0.010 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.250EUR -3.85% -
Bid Size: -
-
Ask Size: -
ARCELORMITTAL S.A. N... 25.00 EUR 12/18/2026 Call
 

Master data

WKN: GJ8XGU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 25.00 EUR
Maturity: 12/18/2026
Issue date: 1/3/2025
Last trading day: 12/17/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.44
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.23
Parity: -0.15
Time value: 0.28
Break-even: 27.79
Moneyness: 0.94
Premium: 0.18
Premium p.a.: 0.09
Spread abs.: 0.02
Spread %: 7.72%
Delta: 0.55
Theta: 0.00
Omega: 4.67
Rho: 0.20
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.260
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
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:   -