Goldman Sachs Call 420 HD 17.01.2.../  DE000GJ42CK0  /

EUWAX
11/6/2024  2:46:18 PM Chg.+0.030 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.940EUR +3.30% -
Bid Size: -
-
Ask Size: -
Home Depot Inc 420.00 USD 1/17/2025 Call
 

Master data

WKN: GJ42CK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Home Depot Inc
Type: Warrant
Option type: Call
Strike price: 420.00 USD
Maturity: 1/17/2025
Issue date: 9/19/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 34.85
Leverage: Yes

Calculated values

Fair value: 0.57
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -1.82
Time value: 1.05
Break-even: 394.62
Moneyness: 0.95
Premium: 0.08
Premium p.a.: 0.47
Spread abs.: 0.03
Spread %: 2.94%
Delta: 0.38
Theta: -0.12
Omega: 13.21
Rho: 0.25
 

Quote data

Open: 1.070
High: 1.070
Low: 0.940
Previous Close: 0.910
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.08%
1 Month
  -45.98%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.910 0.720
1M High / 1M Low: 1.810 0.720
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.810
Avg. volume 1W:   0.000
Avg. price 1M:   1.291
Avg. volume 1M:   190.476
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   205.30%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -