Goldman Sachs Call 330 CRM 17.01..../  DE000GJ91ZM4  /

EUWAX
1/10/2025  3:20:18 PM Chg.-0.150 Bid5:02:53 PM Ask5:02:53 PM Underlying Strike price Expiration date Option type
0.270EUR -35.71% 0.120
Bid Size: 20,000
0.140
Ask Size: 20,000
Salesforce Inc 330.00 USD 1/17/2025 Call
 

Master data

WKN: GJ91ZM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Salesforce Inc
Type: Warrant
Option type: Call
Strike price: 330.00 USD
Maturity: 1/17/2025
Issue date: 1/7/2025
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 54.83
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.34
Parity: -0.30
Time value: 0.58
Break-even: 326.28
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 3.16
Spread abs.: 0.15
Spread %: 34.97%
Delta: 0.45
Theta: -0.51
Omega: 24.56
Rho: 0.03
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.420
Turnover: -
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:   -