Goldman Sachs Call 25 NOEJ 21.02..../  DE000GJ81BE3  /

EUWAX
2024-12-27  12:29:05 PM Chg.-0.001 Bid1:39:28 PM Ask1:39:28 PM Underlying Strike price Expiration date Option type
0.023EUR -4.17% 0.023
Bid Size: 30,000
0.043
Ask Size: 30,000
NORMA GROUP SE NA O.... 25.00 EUR 2025-02-21 Call
 

Master data

WKN: GJ81BE
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: NORMA GROUP SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 25.00 EUR
Maturity: 2025-02-21
Issue date: 2024-12-09
Last trading day: 2025-02-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 33.32
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.11
Historic volatility: 0.31
Parity: -1.03
Time value: 0.04
Break-even: 25.44
Moneyness: 0.59
Premium: 0.74
Premium p.a.: 35.33
Spread abs.: 0.02
Spread %: 83.33%
Delta: 0.16
Theta: -0.01
Omega: 5.27
Rho: 0.00
 

Quote data

Open: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.024
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.17%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.024
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.024
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:   -