Goldman Sachs Call 60 RNL 21.02.2.../  DE000GJ7ABG2  /

EUWAX
1/23/2025  10:39:46 AM Chg.-0.001 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.028EUR -3.45% -
Bid Size: -
-
Ask Size: -
RENAULT INH. EO... 60.00 EUR 2/21/2025 Call
 

Master data

WKN: GJ7ABG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RENAULT INH. EO 3,81
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 2/21/2025
Issue date: 11/22/2024
Last trading day: 2/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 85.62
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.28
Parity: -1.03
Time value: 0.06
Break-even: 60.58
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 11.20
Spread abs.: 0.03
Spread %: 107.14%
Delta: 0.15
Theta: -0.03
Omega: 12.61
Rho: 0.01
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.029
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -15.15%
1 Month
  -9.68%
3 Months     -
YTD
  -12.50%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.033 0.028
1M High / 1M Low: 0.033 0.024
6M High / 6M Low: - -
High (YTD): 1/16/2025 0.033
Low (YTD): 1/14/2025 0.024
52W High: - -
52W Low: - -
Avg. price 1W:   0.030
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:   134.51%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -