Goldman Sachs Call 950 RAA 21.03..../  DE000GJ8QF91  /

EUWAX
10/01/2025  19:35:07 Chg.-0.010 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.060EUR -14.29% -
Bid Size: -
-
Ask Size: -
RATIONAL AG 950.00 EUR 21/03/2025 Call
 

Master data

WKN: GJ8QF9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: RATIONAL AG
Type: Warrant
Option type: Call
Strike price: 950.00 EUR
Maturity: 21/03/2025
Issue date: 23/12/2024
Last trading day: 20/03/2025
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 60.11
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.25
Parity: -1.33
Time value: 0.14
Break-even: 963.60
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 1.39
Spread abs.: 0.07
Spread %: 106.06%
Delta: 0.20
Theta: -0.28
Omega: 12.14
Rho: 0.29
 

Quote data

Open: 0.063
High: 0.063
Low: 0.060
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.29%
1 Month     -
3 Months     -
YTD
  -9.09%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.080 0.060
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): 07/01/2025 0.080
Low (YTD): 10/01/2025 0.060
52W High: - -
52W Low: - -
Avg. price 1W:   0.070
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -