Goldman Sachs Call 260 HNR1 21.02.../  DE000GJ7CUY1  /

EUWAX
1/8/2025  4:14:11 PM Chg.+0.020 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.490EUR +4.26% -
Bid Size: -
-
Ask Size: -
HANNOVER RUECK SE NA... 260.00 EUR 2/21/2025 Call
 

Master data

WKN: GJ7CUY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HANNOVER RUECK SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 260.00 EUR
Maturity: 2/21/2025
Issue date: 11/25/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 43.34
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.19
Parity: -0.60
Time value: 0.59
Break-even: 265.86
Moneyness: 0.98
Premium: 0.05
Premium p.a.: 0.46
Spread abs.: 0.23
Spread %: 64.61%
Delta: 0.42
Theta: -0.10
Omega: 18.07
Rho: 0.12
 

Quote data

Open: 0.470
High: 0.520
Low: 0.470
Previous Close: 0.470
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+172.22%
1 Month
  -40.24%
3 Months     -
YTD  
+172.22%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.470 0.260
1M High / 1M Low: 0.660 0.180
6M High / 6M Low: - -
High (YTD): 1/7/2025 0.470
Low (YTD): 1/2/2025 0.260
52W High: - -
52W Low: - -
Avg. price 1W:   0.362
Avg. volume 1W:   0.000
Avg. price 1M:   0.422
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   308.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -