Goldman Sachs Call 140 ARM 20.06..../  DE000GJ58359  /

EUWAX
2024-12-23  9:49:33 AM Chg.+0.01 Bid12:22:12 PM Ask12:22:12 PM Underlying Strike price Expiration date Option type
3.35EUR +0.30% 3.14
Bid Size: 1,000
3.29
Ask Size: 1,000
ARM Holdings PLC 140.00 USD 2025-06-20 Call
 

Master data

WKN: GJ5835
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ARM Holdings PLC
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 2025-06-20
Issue date: 2024-10-11
Last trading day: 2025-06-19
Ratio: 1:1
Exercise type: European
Quanto: No
Gearing: 35.48
Leverage: Yes

Calculated values

Fair value: 26.91
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.83
Parity: -7.52
Time value: 3.57
Break-even: 137.76
Moneyness: 0.94
Premium: 0.09
Premium p.a.: 0.19
Spread abs.: 0.05
Spread %: 1.42%
Delta: 0.37
Theta: -0.02
Omega: 13.28
Rho: 0.21
 

Quote data

Open: 3.35
High: 3.35
Low: 3.35
Previous Close: 3.34
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -26.70%
1 Month
  -3.46%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 4.57 3.34
1M High / 1M Low: 4.59 3.34
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   4.00
Avg. volume 1W:   0.00
Avg. price 1M:   3.92
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   108.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -