Goldman Sachs Call 34 UBSG 21.03..../  DE000GJ8XS22  /

EUWAX
23/01/2025  09:20:13 Chg.-0.060 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.480EUR -11.11% -
Bid Size: -
-
Ask Size: -
UBS GROUP N 34.00 CHF 21/03/2025 Call
 

Master data

WKN: GJ8XS2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: UBS GROUP N
Type: Warrant
Option type: Call
Strike price: 34.00 CHF
Maturity: 21/03/2025
Issue date: 03/01/2025
Last trading day: 20/03/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 57.44
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.24
Parity: -2.71
Time value: 0.58
Break-even: 36.60
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.83
Spread abs.: 0.10
Spread %: 20.83%
Delta: 0.27
Theta: -0.01
Omega: 15.56
Rho: 0.01
 

Quote data

Open: 0.480
High: 0.480
Low: 0.480
Previous Close: 0.540
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+60.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.570 0.300
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.466
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:   -