Goldman Sachs Call 8.75 WBD 19.12.../  DE000GJ7KSH3  /

EUWAX
1/24/2025  10:28:46 AM Chg.+0.21 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
2.72EUR +8.37% -
Bid Size: -
-
Ask Size: -
Warner Brothers Disc... 8.75 USD 12/19/2025 Call
 

Master data

WKN: GJ7KSH
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Warner Brothers Discovery Inc
Type: Warrant
Option type: Call
Strike price: 8.75 USD
Maturity: 12/19/2025
Issue date: 11/28/2024
Last trading day: 12/18/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.53
Leverage: Yes

Calculated values

Fair value: 2.50
Intrinsic value: 1.43
Implied volatility: 0.55
Historic volatility: 0.46
Parity: 1.43
Time value: 1.34
Break-even: 11.11
Moneyness: 1.17
Premium: 0.14
Premium p.a.: 0.15
Spread abs.: 0.05
Spread %: 1.84%
Delta: 0.73
Theta: 0.00
Omega: 2.57
Rho: 0.04
 

Quote data

Open: 2.72
High: 2.72
Low: 2.72
Previous Close: 2.51
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.40%
1 Month
  -15.79%
3 Months     -
YTD
  -9.93%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 2.72 2.34
1M High / 1M Low: 3.24 2.34
6M High / 6M Low: - -
High (YTD): 1/7/2025 3.24
Low (YTD): 1/20/2025 2.34
52W High: - -
52W Low: - -
Avg. price 1W:   2.49
Avg. volume 1W:   0.00
Avg. price 1M:   2.73
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   85.66%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -