Goldman Sachs Call 280 CRM 15.11..../  DE000GJ2GST7  /

EUWAX
10/18/2024  9:19:33 AM Chg.-0.06 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
1.55EUR -3.73% -
Bid Size: -
-
Ask Size: -
Salesforce Inc 280.00 USD 11/15/2024 Call
 

Master data

WKN: GJ2GST
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Salesforce Inc
Type: Warrant
Option type: Call
Strike price: 280.00 USD
Maturity: 11/15/2024
Issue date: 8/20/2024
Last trading day: 11/14/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.04
Leverage: Yes

Calculated values

Fair value: 1.65
Intrinsic value: 1.19
Implied volatility: 0.32
Historic volatility: 0.31
Parity: 1.19
Time value: 0.49
Break-even: 274.44
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.28
Spread abs.: 0.10
Spread %: 6.33%
Delta: 0.72
Theta: -0.16
Omega: 11.56
Rho: 0.13
 

Quote data

Open: 1.55
High: 1.55
Low: 1.55
Previous Close: 1.61
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.03%
1 Month  
+416.67%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.61 1.34
1M High / 1M Low: 1.62 0.30
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.51
Avg. volume 1W:   0.00
Avg. price 1M:   1.06
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   418.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -