Goldman Sachs Call 12 BOY 20.03.2.../  DE000GJ2KVR7  /

EUWAX
03/09/2024  09:58:08 Chg.- Bid14:19:54 Ask14:19:54 Underlying Strike price Expiration date Option type
0.380EUR - 0.300
Bid Size: 10,000
0.330
Ask Size: 3,000
BCO BIL.VIZ.ARG.NOM.... 12.00 EUR 20/03/2026 Call
 

Master data

WKN: GJ2KVR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 20/03/2026
Issue date: 21/08/2024
Last trading day: 19/03/2026
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 20.75
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.25
Parity: -2.72
Time value: 0.45
Break-even: 12.45
Moneyness: 0.77
Premium: 0.34
Premium p.a.: 0.21
Spread abs.: 0.07
Spread %: 18.57%
Delta: 0.30
Theta: 0.00
Omega: 6.17
Rho: 0.04
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.390
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.56%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.380
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.398
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:   -