Goldman Sachs Call 35 PAH3 17.01..../  DE000GJ6QJ73  /

EUWAX
1/9/2025  10:39:01 AM Chg.-0.080 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.130EUR -38.10% -
Bid Size: -
-
Ask Size: -
PORSCHE AUTOM.HLDG V... 35.00 EUR 1/17/2025 Call
 

Master data

WKN: GJ6QJ7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 35.00 EUR
Maturity: 1/17/2025
Issue date: 11/11/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 17.80
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.13
Implied volatility: 0.60
Historic volatility: 0.23
Parity: 0.13
Time value: 0.07
Break-even: 37.04
Moneyness: 1.04
Premium: 0.02
Premium p.a.: 1.45
Spread abs.: 0.03
Spread %: 17.24%
Delta: 0.68
Theta: -0.07
Omega: 12.12
Rho: 0.00
 

Quote data

Open: 0.130
High: 0.130
Low: 0.130
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -13.33%
1 Month
  -13.33%
3 Months     -
YTD
  -27.78%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.230 0.150
1M High / 1M Low: 0.230 0.120
6M High / 6M Low: - -
High (YTD): 1/7/2025 0.230
Low (YTD): 1/2/2025 0.150
52W High: - -
52W Low: - -
Avg. price 1W:   0.194
Avg. volume 1W:   0.000
Avg. price 1M:   0.167
Avg. volume 1M:   80.222
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   235.15%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -