Goldman Sachs Call 145 BA 15.11.2.../  DE000GJ64NM7  /

EUWAX
12/11/2024  16:24:05 Chg.-0.043 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.031EUR -58.11% -
Bid Size: -
-
Ask Size: -
Boeing Company 145.00 USD 15/11/2024 Call
 

Master data

WKN: GJ64NM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Boeing Company
Type: Warrant
Option type: Call
Strike price: 145.00 USD
Maturity: 15/11/2024
Issue date: 05/11/2024
Last trading day: 14/11/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 27.39
Leverage: Yes

Calculated values

Fair value: 0.04
Intrinsic value: 0.04
Implied volatility: 0.57
Historic volatility: 0.31
Parity: 0.04
Time value: 0.01
Break-even: 141.08
Moneyness: 1.03
Premium: 0.01
Premium p.a.: 2.32
Spread abs.: 0.01
Spread %: 10.87%
Delta: 0.71
Theta: -0.42
Omega: 19.44
Rho: 0.01
 

Quote data

Open: 0.031
High: 0.031
Low: 0.031
Previous Close: 0.074
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -61.25%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.086 0.070
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.078
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:   -