Goldman Sachs Call 32.5 RWE 21.03.../  DE000GJ8Y7U9  /

EUWAX
1/24/2025  9:52:18 AM Chg.+0.010 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.210EUR +5.00% -
Bid Size: -
-
Ask Size: -
RWE AG INH O.N. 32.50 EUR 3/21/2025 Call
 

Master data

WKN: GJ8Y7U
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RWE AG INH O.N.
Type: Warrant
Option type: Call
Strike price: 32.50 EUR
Maturity: 3/21/2025
Issue date: 1/6/2025
Last trading day: 3/20/2025
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 128.74
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.25
Parity: -3.79
Time value: 0.22
Break-even: 32.72
Moneyness: 0.88
Premium: 0.14
Premium p.a.: 1.38
Spread abs.: 0.02
Spread %: 9.85%
Delta: 0.15
Theta: -0.01
Omega: 18.82
Rho: 0.01
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.23%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.270 0.200
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.232
Avg. volume 1W:   0.000
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:   -