Goldman Sachs Call 52 G1A 21.03.2.../  DE000GJ84YT7  /

EUWAX
1/9/2025  5:23:58 PM Chg.- Bid10:50:11 AM Ask10:50:11 AM Underlying Strike price Expiration date Option type
0.090EUR - 0.100
Bid Size: 50,000
0.110
Ask Size: 50,000
GEA GROUP AG 52.00 EUR 3/21/2025 Call
 

Master data

WKN: GJ84YT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 3/21/2025
Issue date: 12/11/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 33.79
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.18
Parity: -0.30
Time value: 0.15
Break-even: 53.45
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.57
Spread abs.: 0.06
Spread %: 72.62%
Delta: 0.36
Theta: -0.02
Omega: 12.21
Rho: 0.03
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.080
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month     -
3 Months     -
YTD  
+12.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.090 0.080
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): 1/9/2025 0.090
Low (YTD): 1/8/2025 0.080
52W High: - -
52W Low: - -
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -