Goldman Sachs Call 140 SO 16.01.2.../  DE000GJ21YJ0  /

EUWAX
10/16/2024  4:22:03 PM Chg.+0.003 Bid8:41:26 PM Ask8:41:26 PM Underlying Strike price Expiration date Option type
0.010EUR +42.86% 0.008
Bid Size: 10,000
0.038
Ask Size: 10,000
Southern Co 140.00 USD 1/16/2026 Call
 

Master data

WKN: GJ21YJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Southern Co
Type: Warrant
Option type: Call
Strike price: 140.00 USD
Maturity: 1/16/2026
Issue date: 8/14/2024
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 136.64
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.15
Parity: -4.53
Time value: 0.06
Break-even: 129.25
Moneyness: 0.65
Premium: 0.55
Premium p.a.: 0.42
Spread abs.: 0.05
Spread %: 454.55%
Delta: 0.07
Theta: 0.00
Omega: 9.93
Rho: 0.07
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.007
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -41.18%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.006
1M High / 1M Low: 0.020 0.006
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   509.96%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -