Goldman Sachs Call 44 G1A 15.11.2.../  DE000GJ3H4B2  /

EUWAX
11/1/2024  4:15:38 PM Chg.+0.020 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.200EUR +11.11% -
Bid Size: -
-
Ask Size: -
GEA GROUP AG 44.00 EUR 11/15/2024 Call
 

Master data

WKN: GJ3H4B
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 44.00 EUR
Maturity: 11/15/2024
Issue date: 9/9/2024
Last trading day: 11/14/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 18.41
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.15
Implied volatility: 0.47
Historic volatility: 0.19
Parity: 0.15
Time value: 0.10
Break-even: 46.47
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.83
Spread abs.: 0.07
Spread %: 41.14%
Delta: 0.67
Theta: -0.06
Omega: 12.26
Rho: 0.01
 

Quote data

Open: 0.190
High: 0.200
Low: 0.190
Previous Close: 0.180
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -35.48%
1 Month
  -23.08%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.180
1M High / 1M Low: 0.390 0.180
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.228
Avg. volume 1W:   0.000
Avg. price 1M:   0.281
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   217.32%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -