Goldman Sachs Call 45 G1A 21.02.2.../  DE000GJ7MUY0  /

EUWAX
1/24/2025  4:14:47 PM Chg.-0.010 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.510EUR -1.92% -
Bid Size: -
-
Ask Size: -
GEA GROUP AG 45.00 EUR 2/21/2025 Call
 

Master data

WKN: GJ7MUY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 2/21/2025
Issue date: 11/29/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 9.02
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.46
Implied volatility: 0.48
Historic volatility: 0.18
Parity: 0.46
Time value: 0.09
Break-even: 50.50
Moneyness: 1.10
Premium: 0.02
Premium p.a.: 0.28
Spread abs.: 0.05
Spread %: 10.00%
Delta: 0.79
Theta: -0.04
Omega: 7.16
Rho: 0.03
 

Quote data

Open: 0.540
High: 0.550
Low: 0.510
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.87%
1 Month  
+21.43%
3 Months     -
YTD  
+24.39%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.530 0.430
1M High / 1M Low: 0.530 0.370
6M High / 6M Low: - -
High (YTD): 1/22/2025 0.530
Low (YTD): 1/15/2025 0.370
52W High: - -
52W Low: - -
Avg. price 1W:   0.490
Avg. volume 1W:   0.000
Avg. price 1M:   0.442
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.59%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -