Goldman Sachs Call 780 MSFT 18.09.../  DE000GJ0HVJ4  /

EUWAX
1/9/2025  9:58:57 AM Chg.- Bid3:59:28 PM Ask3:59:28 PM Underlying Strike price Expiration date Option type
0.400EUR - 0.400
Bid Size: 50,000
0.420
Ask Size: 50,000
Microsoft Corporatio... 780.00 USD 9/18/2026 Call
 

Master data

WKN: GJ0HVJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 780.00 USD
Maturity: 9/18/2026
Issue date: 7/10/2024
Last trading day: 9/17/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 94.57
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -34.52
Time value: 0.44
Break-even: 761.89
Moneyness: 0.54
Premium: 0.85
Premium p.a.: 0.44
Spread abs.: 0.03
Spread %: 7.39%
Delta: 0.08
Theta: -0.02
Omega: 7.26
Rho: 0.46
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -34.43%
3 Months
  -9.09%
YTD
  -14.89%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.420 0.400
1M High / 1M Low: 0.750 0.400
6M High / 6M Low: 1.200 0.370
High (YTD): 1/7/2025 0.420
Low (YTD): 1/9/2025 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   0.410
Avg. volume 1W:   0.000
Avg. price 1M:   0.557
Avg. volume 1M:   0.000
Avg. price 6M:   0.536
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   103.13%
Volatility 6M:   131.80%
Volatility 1Y:   -
Volatility 3Y:   -