Goldman Sachs Call 42 FME 21.02.2.../  DE000GJ7K123  /

EUWAX
1/24/2025  10:28:39 AM Chg.+0.090 Bid7:41:26 PM Ask7:41:26 PM Underlying Strike price Expiration date Option type
0.520EUR +20.93% 0.530
Bid Size: 10,000
0.560
Ask Size: 10,000
FRESEN.MED.CARE KGAA... 42.00 EUR 2/21/2025 Call
 

Master data

WKN: GJ7K12
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FRESEN.MED.CARE KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 2/21/2025
Issue date: 11/28/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.44
Leverage: Yes

Calculated values

Fair value: 0.49
Intrinsic value: 0.46
Implied volatility: 0.51
Historic volatility: 0.31
Parity: 0.46
Time value: 0.09
Break-even: 47.52
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.29
Spread abs.: 0.21
Spread %: 60.93%
Delta: 0.79
Theta: -0.04
Omega: 6.71
Rho: 0.02
 

Quote data

Open: 0.520
High: 0.520
Low: 0.520
Previous Close: 0.430
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+36.84%
1 Month  
+48.57%
3 Months     -
YTD  
+44.44%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.430 0.320
1M High / 1M Low: 0.430 0.270
6M High / 6M Low: - -
High (YTD): 1/23/2025 0.430
Low (YTD): 1/14/2025 0.270
52W High: - -
52W Low: - -
Avg. price 1W:   0.368
Avg. volume 1W:   0.000
Avg. price 1M:   0.333
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.84%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -