Goldman Sachs Call 2100 HMI 15.11.../  DE000GJ32FM0  /

EUWAX
11/12/2024  6:06:52 PM Chg.-0.200 Bid7:25:26 PM Ask7:25:26 PM Underlying Strike price Expiration date Option type
0.020EUR -90.91% 0.020
Bid Size: 10,000
0.220
Ask Size: 2,000
HERMES INTERNATIONAL... 2,100.00 EUR 11/15/2024 Call
 

Master data

WKN: GJ32FM
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: HERMES INTERNATIONAL O.N.
Type: Warrant
Option type: Call
Strike price: 2,100.00 EUR
Maturity: 11/15/2024
Issue date: 8/30/2024
Last trading day: 11/14/2024
Ratio: 100:1
Exercise type: American
Quanto: -
Gearing: 53.92
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.80
Historic volatility: 0.24
Parity: -0.51
Time value: 0.38
Break-even: 2,138.00
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 0.00
Spread abs.: 0.30
Spread %: 375.00%
Delta: 0.38
Theta: -9.49
Omega: 20.60
Rho: 0.06
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.220
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -94.74%
1 Month
  -98.15%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.610 0.220
1M High / 1M Low: 1.000 0.220
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.363
Avg. volume 1W:   0.000
Avg. price 1M:   0.582
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   473.62%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -