Goldman Sachs Call 54 MBG 21.03.2.../  DE000GJ875R3  /

EUWAX
1/24/2025  10:15:08 AM Chg.+0.120 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.530EUR +29.27% -
Bid Size: -
-
Ask Size: -
MERCEDES-BENZ GROUP ... 54.00 EUR 3/21/2025 Call
 

Master data

WKN: GJ875R
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 54.00 EUR
Maturity: 3/21/2025
Issue date: 12/12/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 12.16
Leverage: Yes

Calculated values

Fair value: 0.39
Intrinsic value: 0.28
Implied volatility: 0.34
Historic volatility: 0.24
Parity: 0.28
Time value: 0.19
Break-even: 58.67
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.24
Spread abs.: 0.02
Spread %: 4.47%
Delta: 0.68
Theta: -0.03
Omega: 8.31
Rho: 0.05
 

Quote data

Open: 0.530
High: 0.530
Low: 0.530
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+43.24%
1 Month  
+82.76%
3 Months     -
YTD  
+70.97%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.530 0.360
1M High / 1M Low: 0.530 0.240
6M High / 6M Low: - -
High (YTD): 1/24/2025 0.530
Low (YTD): 1/9/2025 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.432
Avg. volume 1W:   0.000
Avg. price 1M:   0.362
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   310.43%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -