Goldman Sachs Call 12 SDF 17.01.2.../  DE000GJ5YKU8  /

EUWAX
2024-10-28  1:28:26 PM Chg.+0.002 Bid3:01:32 PM Ask3:01:32 PM Underlying Strike price Expiration date Option type
0.028EUR +7.69% 0.028
Bid Size: 100,000
0.031
Ask Size: 100,000
K+S AG NA O.N. 12.00 EUR 2025-01-17 Call
 

Master data

WKN: GJ5YKU
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: K+S AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 12.00 EUR
Maturity: 2025-01-17
Issue date: 2024-10-25
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 31.01
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.26
Parity: -0.08
Time value: 0.04
Break-even: 12.36
Moneyness: 0.93
Premium: 0.11
Premium p.a.: 0.58
Spread abs.: 0.01
Spread %: 63.64%
Delta: 0.35
Theta: 0.00
Omega: 10.98
Rho: 0.01
 

Quote data

Open: 0.027
High: 0.028
Low: 0.027
Previous Close: 0.026
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

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