Goldman Sachs Call 500 MUV2 21.03.../  DE000GJ50LS7  /

EUWAX
1/24/2025  9:38:52 AM Chg.+0.03 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
2.45EUR +1.24% -
Bid Size: -
-
Ask Size: -
MUENCH.RUECKVERS.VNA... 500.00 EUR 3/21/2025 Call
 

Master data

WKN: GJ50LS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 500.00 EUR
Maturity: 3/21/2025
Issue date: 10/9/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 20.58
Leverage: Yes

Calculated values

Fair value: 3.13
Intrinsic value: 2.28
Implied volatility: 0.09
Historic volatility: 0.20
Parity: 2.28
Time value: 0.26
Break-even: 525.40
Moneyness: 1.05
Premium: 0.00
Premium p.a.: 0.03
Spread abs.: 0.03
Spread %: 1.20%
Delta: 0.93
Theta: -0.06
Omega: 19.18
Rho: 0.70
 

Quote data

Open: 2.45
High: 2.45
Low: 2.45
Previous Close: 2.42
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+49.39%
1 Month  
+45.83%
3 Months  
+133.33%
YTD  
+85.61%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.45 1.80
1M High / 1M Low: 2.45 1.00
6M High / 6M Low: - -
High (YTD): 1/24/2025 2.45
Low (YTD): 1/13/2025 1.00
52W High: - -
52W Low: - -
Avg. price 1W:   2.16
Avg. volume 1W:   0.00
Avg. price 1M:   1.61
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   269.44%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -