Goldman Sachs Call 55 RNL 17.01.2.../  DE000GJ5YJ33  /

EUWAX
1/9/2025  10:26:39 AM Chg.0.000 Bid3:17:05 PM Ask3:17:05 PM Underlying Strike price Expiration date Option type
0.021EUR 0.00% 0.020
Bid Size: 20,000
0.050
Ask Size: 20,000
RENAULT INH. EO... 55.00 EUR 1/17/2025 Call
 

Master data

WKN: GJ5YJ3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 55.00 EUR
Maturity: 1/17/2025
Issue date: 10/25/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 92.45
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.96
Historic volatility: 0.28
Parity: -0.79
Time value: 0.05
Break-even: 55.51
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 0.00
Spread abs.: 0.03
Spread %: 142.86%
Delta: 0.16
Theta: -0.10
Omega: 14.39
Rho: 0.00
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.021
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.55%
1 Month
  -16.00%
3 Months     -
YTD
  -4.55%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.022 0.021
1M High / 1M Low: 0.028 0.021
6M High / 6M Low: - -
High (YTD): 1/6/2025 0.022
Low (YTD): 1/8/2025 0.021
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   130.03%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -