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

EUWAX
1/10/2025  7:35:07 PM Chg.-0.010 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.060EUR -14.29% -
Bid Size: -
-
Ask Size: -
RATIONAL AG 950.00 EUR 3/21/2025 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: 3/21/2025
Issue date: 12/23/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 59.60
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.26
Parity: -1.28
Time value: 0.14
Break-even: 963.80
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 1.29
Spread abs.: 0.07
Spread %: 102.94%
Delta: 0.21
Theta: -0.27
Omega: 12.32
Rho: 0.30
 

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): 1/7/2025 0.080
Low (YTD): 1/10/2025 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:   -