Goldman Sachs Call 28 LXS 21.02.2.../  DE000GJ7UFF3  /

EUWAX
2024-12-20  6:20:53 PM Chg.-0.008 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.041EUR -16.33% -
Bid Size: -
-
Ask Size: -
LANXESS AG 28.00 EUR 2025-02-21 Call
 

Master data

WKN: GJ7UFF
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: LANXESS AG
Type: Warrant
Option type: Call
Strike price: 28.00 EUR
Maturity: 2025-02-21
Issue date: 2024-12-04
Last trading day: 2025-02-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 39.03
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.38
Parity: -0.46
Time value: 0.06
Break-even: 28.60
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 2.24
Spread abs.: 0.02
Spread %: 50.00%
Delta: 0.23
Theta: -0.01
Omega: 9.08
Rho: 0.01
 

Quote data

Open: 0.042
High: 0.045
Low: 0.041
Previous Close: 0.049
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -54.44%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.068 0.041
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.053
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:   -