Goldman Sachs Call 210 PG 18.09.2.../  DE000GJ50GC1  /

EUWAX
11/10/2024  14:37:38 Chg.-0.020 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.420EUR -4.55% -
Bid Size: -
-
Ask Size: -
Procter and Gamble C... 210.00 USD 18/09/2026 Call
 

Master data

WKN: GJ50GC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Procter and Gamble Co
Type: Warrant
Option type: Call
Strike price: 210.00 USD
Maturity: 18/09/2026
Issue date: 08/10/2024
Last trading day: 17/09/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.66
Leverage: Yes

Calculated values

Fair value: 0.42
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.14
Parity: -3.56
Time value: 0.48
Break-even: 196.83
Moneyness: 0.81
Premium: 0.26
Premium p.a.: 0.13
Spread abs.: 0.02
Spread %: 4.36%
Delta: 0.27
Theta: -0.01
Omega: 8.92
Rho: 0.73
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.440
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:   -
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Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -