Goldman Sachs Call 52 MBG 21.02.2.../  DE000GJ9EVD5  /

EUWAX
1/23/2025  9:02:34 AM Chg.+0.060 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.510EUR +13.33% -
Bid Size: -
-
Ask Size: -
MERCEDES-BENZ GROUP ... 52.00 EUR 2/21/2025 Call
 

Master data

WKN: GJ9EVD
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 52.00 EUR
Maturity: 2/21/2025
Issue date: 1/14/2025
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.18
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.43
Implied volatility: 0.36
Historic volatility: 0.24
Parity: 0.43
Time value: 0.08
Break-even: 57.03
Moneyness: 1.08
Premium: 0.01
Premium p.a.: 0.19
Spread abs.: 0.02
Spread %: 4.14%
Delta: 0.80
Theta: -0.03
Omega: 8.96
Rho: 0.03
 

Quote data

Open: 0.510
High: 0.510
Low: 0.510
Previous Close: 0.450
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.77%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.530 0.420
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.474
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:   -