Goldman Sachs Call 11 BOY 20.12.2.../  DE000GJ02KJ9  /

EUWAX
03/09/2024  09:09:16 Chg.- Bid13:34:27 Ask13:34:27 Underlying Strike price Expiration date Option type
0.120EUR - 0.061
Bid Size: 10,000
0.081
Ask Size: 5,000
BCO BIL.VIZ.ARG.NOM.... 11.00 EUR 20/12/2024 Call
 

Master data

WKN: GJ02KJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 11.00 EUR
Maturity: 20/12/2024
Issue date: 02/07/2024
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 62.26
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.25
Parity: -1.72
Time value: 0.15
Break-even: 11.15
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.87
Spread abs.: 0.03
Spread %: 25.21%
Delta: 0.19
Theta: 0.00
Omega: 11.80
Rho: 0.00
 

Quote data

Open: 0.120
High: 0.120
Low: 0.120
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.09%
1 Month
  -7.69%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.130 0.078
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.120
Avg. volume 1W:   0.000
Avg. price 1M:   0.104
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   196.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -