Goldman Sachs Call 1.5 DDD 17.01..../  DE000GJ3H8F4  /

EUWAX
11/15/2024  3:50:50 PM Chg.-0.52 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
1.35EUR -27.81% -
Bid Size: -
-
Ask Size: -
3D Systems Corporati... 1.50 USD 1/17/2025 Call
 

Master data

WKN: GJ3H8F
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: 3D Systems Corporation
Type: Warrant
Option type: Call
Strike price: 1.50 USD
Maturity: 1/17/2025
Issue date: 9/9/2024
Last trading day: 1/16/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 1.91
Leverage: Yes

Calculated values

Fair value: 1.41
Intrinsic value: 1.40
Implied volatility: 1.48
Historic volatility: 0.73
Parity: 1.40
Time value: 0.08
Break-even: 2.90
Moneyness: 1.98
Premium: 0.03
Premium p.a.: 0.19
Spread abs.: 0.07
Spread %: 4.96%
Delta: 0.92
Theta: 0.00
Omega: 1.76
Rho: 0.00
 

Quote data

Open: 1.35
High: 1.35
Low: 1.35
Previous Close: 1.87
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -14.01%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.91 1.35
1M High / 1M Low: 1.91 1.33
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.74
Avg. volume 1W:   0.00
Avg. price 1M:   1.60
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   167.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -