Goldman Sachs Call 60 1NBA 21.02..../  DE000GJ7CRF6  /

EUWAX
1/9/2025  10:45:13 AM Chg.- Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.025EUR - -
Bid Size: -
-
Ask Size: -
ANHEUSER-BUSCH INBEV 60.00 EUR 2/21/2025 Call
 

Master data

WKN: GJ7CRF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ANHEUSER-BUSCH INBEV
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2/21/2025
Issue date: 11/25/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 107.73
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.19
Parity: -1.26
Time value: 0.04
Break-even: 60.44
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 6.87
Spread abs.: 0.02
Spread %: 83.33%
Delta: 0.11
Theta: -0.02
Omega: 12.31
Rho: 0.01
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.024
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -7.41%
1 Month
  -24.24%
3 Months     -
YTD
  -3.85%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.027 0.024
1M High / 1M Low: 0.036 0.024
6M High / 6M Low: - -
High (YTD): 1/3/2025 0.027
Low (YTD): 1/8/2025 0.024
52W High: - -
52W Low: - -
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   71.53%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -