Goldman Sachs Call 42 FRE 21.02.2.../  DE000GJ84YY7  /

EUWAX
1/23/2025  9:59:26 AM Chg.-0.001 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.021EUR -4.55% -
Bid Size: -
-
Ask Size: -
FRESENIUS SE+CO.KGAA... 42.00 EUR 2/21/2025 Call
 

Master data

WKN: GJ84YY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: FRESENIUS SE+CO.KGAA O.N.
Type: Warrant
Option type: Call
Strike price: 42.00 EUR
Maturity: 2/21/2025
Issue date: 12/11/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 70.41
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.55
Historic volatility: 0.20
Parity: -0.61
Time value: 0.05
Break-even: 42.51
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 7.36
Spread abs.: 0.03
Spread %: 142.86%
Delta: 0.18
Theta: -0.03
Omega: 12.70
Rho: 0.00
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.022
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month     0.00%
3 Months     -
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.023 0.022
1M High / 1M Low: 0.023 0.021
6M High / 6M Low: - -
High (YTD): 1/20/2025 0.023
Low (YTD): 1/15/2025 0.021
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.021
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   35.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -