Goldman Sachs Call 124 BEI 17.01..../  DE000GJ870S2  /

EUWAX
12/20/2024  9:06:17 AM Chg.0.000 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.220EUR 0.00% -
Bid Size: -
-
Ask Size: -
BEIERSDORF AG O.N. 124.00 EUR 1/17/2025 Call
 

Master data

WKN: GJ870S
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BEIERSDORF AG O.N.
Type: Warrant
Option type: Call
Strike price: 124.00 EUR
Maturity: 1/17/2025
Issue date: 12/12/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 41.09
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.16
Parity: -0.12
Time value: 0.30
Break-even: 126.99
Moneyness: 0.99
Premium: 0.03
Premium p.a.: 0.57
Spread abs.: 0.10
Spread %: 50.25%
Delta: 0.47
Theta: -0.07
Omega: 19.40
Rho: 0.04
 

Quote data

Open: 0.220
High: 0.220
Low: 0.220
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -47.62%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.220
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.260
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:   -