Goldman Sachs Call 130 SREN 21.02.../  DE000GJ7K172  /

EUWAX
2025-01-03  12:24:06 PM Chg.+0.090 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.590EUR +18.00% -
Bid Size: -
-
Ask Size: -
SWISS RE N 130.00 CHF 2025-02-21 Call
 

Master data

WKN: GJ7K17
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS RE N
Type: Warrant
Option type: Call
Strike price: 130.00 CHF
Maturity: 2025-02-21
Issue date: 2024-11-28
Last trading day: 2025-02-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.37
Leverage: Yes

Calculated values

Fair value: 0.59
Intrinsic value: 0.22
Implied volatility: 0.25
Historic volatility: 0.22
Parity: 0.22
Time value: 0.44
Break-even: 145.40
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.26
Spread abs.: 0.05
Spread %: 8.20%
Delta: 0.60
Theta: -0.06
Omega: 12.89
Rho: 0.10
 

Quote data

Open: 0.590
High: 0.590
Low: 0.590
Previous Close: 0.500
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+40.48%
1 Month
  -10.61%
3 Months     -
YTD  
+18.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.590 0.500
1M High / 1M Low: 0.720 0.320
6M High / 6M Low: - -
High (YTD): 2025-01-03 0.590
Low (YTD): 2025-01-03 0.590
52W High: - -
52W Low: - -
Avg. price 1W:   0.545
Avg. volume 1W:   0.000
Avg. price 1M:   0.519
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   430.10%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -