Goldman Sachs Call 3480 TDXP 21.0.../  DE000GJ8QN26  /

EUWAX
1/22/2025  8:49:32 AM Chg.+0.46 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
2.08EUR +28.40% -
Bid Size: -
-
Ask Size: -
TECDAX 3,480.00 EUR 2/21/2025 Call
 

Master data

WKN: GJ8QN2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: TECDAX
Type: Warrant
Option type: Call
Strike price: 3,480.00 EUR
Maturity: 2/21/2025
Issue date: 12/23/2024
Last trading day: 2/20/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 16.33
Leverage: Yes

Calculated values

Fair value: 1.78
Intrinsic value: 1.62
Implied volatility: 0.29
Historic volatility: 0.14
Parity: 1.62
Time value: 0.61
Break-even: 3,703.00
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.22
Spread abs.: 0.20
Spread %: 9.85%
Delta: 0.73
Theta: -1.88
Omega: 11.90
Rho: 2.00
 

Quote data

Open: 2.08
High: 2.08
Low: 2.08
Previous Close: 1.62
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+56.39%
1 Month  
+163.29%
3 Months     -
YTD  
+166.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.08 1.28
1M High / 1M Low: 2.08 0.64
6M High / 6M Low: - -
High (YTD): 1/22/2025 2.08
Low (YTD): 1/6/2025 0.64
52W High: - -
52W Low: - -
Avg. price 1W:   1.56
Avg. volume 1W:   0.00
Avg. price 1M:   1.05
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   227.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -