Goldman Sachs Call 580 ISRG 21.02.../  DE000GJ9P4G5  /

EUWAX
1/24/2025  4:41:35 PM Chg.-2.68 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
1.43EUR -65.21% -
Bid Size: -
-
Ask Size: -
Intuitive Surgical I... 580.00 USD 2/21/2025 Call
 

Master data

WKN: GJ9P4G
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Intuitive Surgical Inc
Type: Warrant
Option type: Call
Strike price: 580.00 USD
Maturity: 2/21/2025
Issue date: 1/20/2025
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 31.44
Leverage: Yes

Calculated values

Fair value: 1.72
Intrinsic value: 0.39
Implied volatility: 0.25
Historic volatility: 0.24
Parity: 0.39
Time value: 1.38
Break-even: 570.36
Moneyness: 1.01
Premium: 0.02
Premium p.a.: 0.39
Spread abs.: 0.15
Spread %: 9.26%
Delta: 0.57
Theta: -0.30
Omega: 17.79
Rho: 0.22
 

Quote data

Open: 2.61
High: 2.61
Low: 1.43
Previous Close: 4.11
Turnover: 2,860
Market phase: -
 
  All quotes in EUR

Performance

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