Goldman Sachs Call 55 MBG 21.03.2.../  DE000GJ4NAG4  /

EUWAX
1/24/2025  11:08:56 AM Chg.+0.41 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
2.56EUR +19.07% -
Bid Size: -
-
Ask Size: -
MERCEDES-BENZ GROUP ... 55.00 EUR 3/21/2025 Call
 

Master data

WKN: GJ4NAG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 3/21/2025
Issue date: 10/1/2024
Last trading day: 3/20/2025
Ratio: 1:1
Exercise type: European
Quanto: -
Gearing: 24.69
Leverage: Yes

Calculated values

Fair value: 3.20
Intrinsic value: 1.79
Implied volatility: 0.11
Historic volatility: 0.24
Parity: 1.79
Time value: 0.51
Break-even: 57.30
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.29
Spread %: 14.43%
Delta: 0.80
Theta: -0.01
Omega: 19.79
Rho: 0.07
 

Quote data

Open: 2.56
High: 2.56
Low: 2.56
Previous Close: 2.15
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.95%
1 Month  
+77.78%
3 Months
  -2.66%
YTD  
+64.10%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.56 1.86
1M High / 1M Low: 2.56 1.24
6M High / 6M Low: - -
High (YTD): 1/24/2025 2.56
Low (YTD): 1/10/2025 1.24
52W High: - -
52W Low: - -
Avg. price 1W:   2.17
Avg. volume 1W:   0.00
Avg. price 1M:   1.81
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   312.52%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -