Goldman Sachs Call 520 MUV2 21.03.../  DE000GJ50JS1  /

EUWAX
1/24/2025  9:38:45 AM Chg.+0.02 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
1.56EUR +1.30% -
Bid Size: -
-
Ask Size: -
MUENCH.RUECKVERS.VNA... 520.00 EUR 3/21/2025 Call
 

Master data

WKN: GJ50JS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 520.00 EUR
Maturity: 3/21/2025
Issue date: 10/9/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 31.88
Leverage: Yes

Calculated values

Fair value: 1.88
Intrinsic value: 0.28
Implied volatility: 0.17
Historic volatility: 0.20
Parity: 0.28
Time value: 1.36
Break-even: 536.40
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.03
Spread %: 1.86%
Delta: 0.57
Theta: -0.15
Omega: 18.17
Rho: 0.42
 

Quote data

Open: 1.56
High: 1.56
Low: 1.56
Previous Close: 1.54
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+67.74%
1 Month  
+52.94%
3 Months  
+147.62%
YTD  
+110.81%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 1.56 1.03
1M High / 1M Low: 1.56 0.53
6M High / 6M Low: - -
High (YTD): 1/24/2025 1.56
Low (YTD): 1/13/2025 0.53
52W High: - -
52W Low: - -
Avg. price 1W:   1.32
Avg. volume 1W:   0.00
Avg. price 1M:   0.93
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   341.48%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -