Goldman Sachs Call 7450 CAC 40 17.../  DE000GJ6XMP4  /

EUWAX
1/7/2025  8:18:40 AM Chg.- Bid7:59:39 AM Ask7:59:39 AM Underlying Strike price Expiration date Option type
0.670EUR - -
Bid Size: -
-
Ask Size: -
- 7,450.00 EUR 1/17/2025 Call
 

Master data

WKN: GJ6XMP
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 7,450.00 EUR
Maturity: 1/17/2025
Issue date: 11/14/2024
Last trading day: 1/16/2025
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 103.41
Leverage: Yes

Calculated values

Fair value: 0.64
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.13
Parity: -0.04
Time value: 0.72
Break-even: 7,522.00
Moneyness: 1.00
Premium: 0.01
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 1.41%
Delta: 0.51
Theta: -3.85
Omega: 52.51
Rho: 1.02
 

Quote data

Open: 0.670
High: 0.670
Low: 0.670
Previous Close: 0.760
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+76.32%
1 Month
  -27.17%
3 Months     -
YTD  
+76.32%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.760 0.550
1M High / 1M Low: 1.780 0.360
6M High / 6M Low: - -
High (YTD): 1/6/2025 0.760
Low (YTD): 1/3/2025 0.550
52W High: - -
52W Low: - -
Avg. price 1W:   0.640
Avg. volume 1W:   500
Avg. price 1M:   0.825
Avg. volume 1M:   117.647
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   354.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -