Goldman Sachs Call 12 NOEJ 19.06..../  DE000GJ2MWF6  /

EUWAX
30/08/2024  18:14:19 Chg.0.000 Bid22:00:31 Ask22:00:31 Underlying Strike price Expiration date Option type
0.420EUR 0.00% -
Bid Size: -
-
Ask Size: -
NORMA GROUP SE NA O.... 12.00 EUR 19/06/2026 Call
 

Master data

WKN: GJ2MWF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NORMA GROUP SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 19/06/2026
Issue date: 22/08/2024
Last trading day: 18/06/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 3.33
Leverage: Yes

Calculated values

Fair value: 0.41
Intrinsic value: 0.28
Implied volatility: 0.33
Historic volatility: 0.27
Parity: 0.28
Time value: 0.17
Break-even: 16.43
Moneyness: 1.23
Premium: 0.11
Premium p.a.: 0.06
Spread abs.: 0.03
Spread %: 7.26%
Delta: 0.80
Theta: 0.00
Omega: 2.66
Rho: 0.13
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.420
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.430 0.410
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.420
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:   -