Goldman Sachs Call 8200 CAC 40 19.../  DE000GJ0NRJ0  /

EUWAX
1/23/2025  8:46:45 AM Chg.+0.30 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
3.36EUR +9.80% -
Bid Size: -
-
Ask Size: -
- 8,200.00 EUR 6/19/2026 Call
 

Master data

WKN: GJ0NRJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 8,200.00 EUR
Maturity: 6/19/2026
Issue date: 7/12/2024
Last trading day: 6/18/2026
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 23.12
Leverage: Yes

Calculated values

Fair value: 4.59
Intrinsic value: 0.00
Implied volatility: 0.10
Historic volatility: 0.13
Parity: -3.63
Time value: 3.39
Break-even: 8,539.00
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 0.06
Spread abs.: 0.07
Spread %: 2.11%
Delta: 0.50
Theta: -0.63
Omega: 11.59
Rho: 50.37
 

Quote data

Open: 3.36
High: 3.36
Low: 3.36
Previous Close: 3.06
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+26.32%
1 Month  
+104.88%
3 Months  
+26.79%
YTD  
+93.10%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 3.36 2.66
1M High / 1M Low: 3.36 1.67
6M High / 6M Low: 3.47 1.26
High (YTD): 1/23/2025 3.36
Low (YTD): 1/6/2025 1.67
52W High: - -
52W Low: - -
Avg. price 1W:   2.99
Avg. volume 1W:   0.00
Avg. price 1M:   2.23
Avg. volume 1M:   0.00
Avg. price 6M:   2.42
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   117.07%
Volatility 6M:   124.50%
Volatility 1Y:   -
Volatility 3Y:   -