Goldman Sachs Call 250 HNR1 21.03.../  DE000GG7TJ67  /

EUWAX
1/24/2025  6:20:33 PM Chg.-0.33 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
1.39EUR -19.19% -
Bid Size: -
-
Ask Size: -
HANNOVER RUECK SE NA... 250.00 EUR 3/21/2025 Call
 

Master data

WKN: GG7TJ6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HANNOVER RUECK SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 250.00 EUR
Maturity: 3/21/2025
Issue date: 5/9/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.63
Leverage: Yes

Calculated values

Fair value: 1.29
Intrinsic value: 0.78
Implied volatility: 0.27
Historic volatility: 0.20
Parity: 0.78
Time value: 0.77
Break-even: 265.50
Moneyness: 1.03
Premium: 0.03
Premium p.a.: 0.22
Spread abs.: 0.15
Spread %: 10.71%
Delta: 0.65
Theta: -0.10
Omega: 10.82
Rho: 0.23
 

Quote data

Open: 1.61
High: 1.61
Low: 1.39
Previous Close: 1.72
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.88%
1 Month  
+63.53%
3 Months
  -0.71%
YTD  
+101.45%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.72 1.14
1M High / 1M Low: 1.72 0.69
6M High / 6M Low: 2.56 0.54
High (YTD): 1/23/2025 1.72
Low (YTD): 1/14/2025 0.82
52W High: - -
52W Low: - -
Avg. price 1W:   1.42
Avg. volume 1W:   0.00
Avg. price 1M:   1.13
Avg. volume 1M:   0.00
Avg. price 6M:   1.46
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   273.76%
Volatility 6M:   206.63%
Volatility 1Y:   -
Volatility 3Y:   -