Goldman Sachs Call 290 HNR1 21.03.../  DE000GJ9RHZ9  /

EUWAX
1/24/2025  4:09:58 PM Chg.-0.010 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.110EUR -8.33% -
Bid Size: -
-
Ask Size: -
HANNOVER RUECK SE NA... 290.00 EUR 3/21/2025 Call
 

Master data

WKN: GJ9RHZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HANNOVER RUECK SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 290.00 EUR
Maturity: 3/21/2025
Issue date: 1/21/2025
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 78.36
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.20
Parity: -3.22
Time value: 0.33
Break-even: 293.29
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 1.35
Spread abs.: 0.20
Spread %: 155.04%
Delta: 0.20
Theta: -0.08
Omega: 15.39
Rho: 0.07
 

Quote data

Open: 0.110
High: 0.110
Low: 0.100
Previous Close: 0.120
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:   -