Goldman Sachs Call 28 ARRD 17.01..../  DE000GJ6UY37  /

EUWAX
1/8/2025  10:59:28 AM Chg.-0.001 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.020EUR -4.76% -
Bid Size: -
-
Ask Size: -
ARCELORMITTAL S.A. N... 28.00 EUR 1/17/2025 Call
 

Master data

WKN: GJ6UY3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ARCELORMITTAL S.A. NOUV.
Type: Warrant
Option type: Call
Strike price: 28.00 EUR
Maturity: 1/17/2025
Issue date: 11/13/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 46.15
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.24
Historic volatility: 0.23
Parity: -0.45
Time value: 0.05
Break-even: 28.51
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 142.86%
Delta: 0.21
Theta: -0.07
Omega: 9.88
Rho: 0.00
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.021
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month  
+122.22%
3 Months     -
YTD
  -4.76%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.021 0.020
1M High / 1M Low: 0.033 0.020
6M High / 6M Low: - -
High (YTD): 1/7/2025 0.021
Low (YTD): 1/6/2025 0.020
52W High: - -
52W Low: - -
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.024
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   61.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -