Goldman Sachs Call 170 BA 20.09.2.../  DE000GJ1W626  /

EUWAX
2024-08-09  10:28:48 AM Chg.+0.019 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.081EUR +30.65% -
Bid Size: -
-
Ask Size: -
Boeing Co 170.00 USD 2024-09-20 Call
 

Master data

WKN: GJ1W62
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Boeing Co
Type: Warrant
Option type: Call
Strike price: 170.00 USD
Maturity: 2024-09-20
Issue date: 2024-08-07
Last trading day: 2024-09-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 21.36
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.28
Parity: -0.02
Time value: 0.07
Break-even: 162.94
Moneyness: 0.99
Premium: 0.06
Premium p.a.: 0.67
Spread abs.: 0.00
Spread %: 4.35%
Delta: 0.50
Theta: -0.10
Omega: 10.66
Rho: 0.08
 

Quote data

Open: 0.081
High: 0.081
Low: 0.081
Previous Close: 0.062
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

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1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
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Avg. price 6M:   -
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Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -