Goldman Sachs Call 90 ENR 21.03.2.../  DE000GJ830Y4  /

EUWAX
1/24/2025  9:19:58 AM Chg.+0.011 Bid5:35:50 PM Ask5:35:50 PM Underlying Strike price Expiration date Option type
0.060EUR +22.45% 0.070
Bid Size: 10,000
0.220
Ask Size: 5,000
SIEMENS ENERGY AG NA... 90.00 EUR 3/21/2025 Call
 

Master data

WKN: GJ830Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SIEMENS ENERGY AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 90.00 EUR
Maturity: 3/21/2025
Issue date: 12/10/2024
Last trading day: 3/20/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 27.48
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.02
Historic volatility: 0.45
Parity: -3.12
Time value: 0.21
Break-even: 92.14
Moneyness: 0.65
Premium: 0.57
Premium p.a.: 17.68
Spread abs.: 0.17
Spread %: 355.32%
Delta: 0.20
Theta: -0.06
Omega: 5.38
Rho: 0.01
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.049
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+81.82%
1 Month  
+50.00%
3 Months     -
YTD  
+76.47%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.049 0.027
1M High / 1M Low: 0.049 0.027
6M High / 6M Low: - -
High (YTD): 1/23/2025 0.049
Low (YTD): 1/21/2025 0.027
52W High: - -
52W Low: - -
Avg. price 1W:   0.034
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   244.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -