Goldman Sachs Call 45 PAH3 17.01..../  DE000GJ5W1M4  /

EUWAX
2024-12-20  9:03:17 AM Chg.0.000 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.023EUR 0.00% -
Bid Size: -
-
Ask Size: -
PORSCHE AUTOM.HLDG V... 45.00 EUR 2025-01-17 Call
 

Master data

WKN: GJ5W1M
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PORSCHE AUTOM.HLDG VZO
Type: Warrant
Option type: Call
Strike price: 45.00 EUR
Maturity: 2025-01-17
Issue date: 2024-10-24
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 68.77
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.74
Historic volatility: 0.22
Parity: -0.92
Time value: 0.05
Break-even: 45.52
Moneyness: 0.79
Premium: 0.27
Premium p.a.: 25.11
Spread abs.: 0.03
Spread %: 136.36%
Delta: 0.15
Theta: -0.03
Omega: 10.43
Rho: 0.00
 

Quote data

Open: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.023
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+155.56%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.023 0.023
1M High / 1M Low: 0.025 0.005
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,403.58%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -