Goldman Sachs Call 250 JNJ 15.01..../  DE000GJ9UA65  /

EUWAX
1/24/2025  9:27:10 AM Chg.0.000 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.060EUR 0.00% -
Bid Size: -
-
Ask Size: -
Johnson and Johnson 250.00 USD 1/15/2027 Call
 

Master data

WKN: GJ9UA6
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Johnson and Johnson
Type: Warrant
Option type: Call
Strike price: 250.00 USD
Maturity: 1/15/2027
Issue date: 1/22/2025
Last trading day: 1/14/2027
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 164.59
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -9.83
Time value: 0.09
Break-even: 239.06
Moneyness: 0.59
Premium: 0.71
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 54.55%
Delta: 0.06
Theta: 0.00
Omega: 9.34
Rho: 0.14
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
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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:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -