Goldman Sachs Call 50 MO 19.09.20.../  DE000GJ4H092  /

EUWAX
1/24/2025  9:06:23 AM Chg.+0.020 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.340EUR +6.25% -
Bid Size: -
-
Ask Size: -
Altria Group Inc 50.00 USD 9/19/2025 Call
 

Master data

WKN: GJ4H09
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Call
Strike price: 50.00 USD
Maturity: 9/19/2025
Issue date: 9/27/2024
Last trading day: 9/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.68
Leverage: Yes

Calculated values

Fair value: 0.43
Intrinsic value: 0.20
Implied volatility: 0.14
Historic volatility: 0.17
Parity: 0.20
Time value: 0.20
Break-even: 51.55
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.06
Spread abs.: 0.01
Spread %: 1.30%
Delta: 0.71
Theta: -0.01
Omega: 9.02
Rho: 0.20
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.320
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.86%
1 Month
  -34.62%
3 Months  
+17.24%
YTD
  -26.09%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.430 0.320
1M High / 1M Low: 0.510 0.320
6M High / 6M Low: - -
High (YTD): 1/6/2025 0.510
Low (YTD): 1/23/2025 0.320
52W High: - -
52W Low: - -
Avg. price 1W:   0.370
Avg. volume 1W:   0.000
Avg. price 1M:   0.404
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   135.20%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -