Goldman Sachs Call 250 HM/B 18.06.../  DE000GJ0Y764  /

EUWAX
11/8/2024  3:27:56 PM Chg.-0.030 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.450EUR -6.25% -
Bid Size: -
-
Ask Size: -
Hennes & Mauritz AB,... 250.00 SEK 6/18/2026 Call
 

Master data

WKN: GJ0Y76
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Hennes & Mauritz AB, H & M ser. B
Type: Warrant
Option type: Call
Strike price: 250.00 SEK
Maturity: 6/18/2026
Issue date: 7/18/2024
Last trading day: 6/17/2026
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 24.99
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.35
Parity: -7.75
Time value: 0.55
Break-even: 22.04
Moneyness: 0.64
Premium: 0.60
Premium p.a.: 0.34
Spread abs.: 0.11
Spread %: 25.86%
Delta: 0.21
Theta: 0.00
Omega: 5.29
Rho: 0.04
 

Quote data

Open: 0.450
High: 0.450
Low: 0.450
Previous Close: 0.480
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.14%
1 Month
  -23.73%
3 Months
  -39.19%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.450
1M High / 1M Low: 0.750 0.420
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.470
Avg. volume 1W:   0.000
Avg. price 1M:   0.596
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   121.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -