Goldman Sachs Call 190 GOOG 27.12.../  DE000GJ8F5N1  /

EUWAX
2024-12-20  12:08:50 PM Chg.-0.270 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.190EUR -58.70% -
Bid Size: -
-
Ask Size: -
Alphabet C 190.00 USD 2024-12-27 Call
 

Master data

WKN: GJ8F5N
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Alphabet C
Type: Warrant
Option type: Call
Strike price: 190.00 USD
Maturity: 2024-12-27
Issue date: 2024-12-17
Last trading day: 2024-12-23
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 38.87
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.28
Implied volatility: 0.33
Historic volatility: 0.26
Parity: 0.28
Time value: 0.19
Break-even: 186.95
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.87
Spread abs.: 0.02
Spread %: 4.39%
Delta: 0.66
Theta: -0.25
Omega: 25.47
Rho: 0.02
 

Quote data

Open: 0.190
High: 0.190
Low: 0.190
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

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