Goldman Sachs Call 46 G1A 17.01.2.../  DE000GJ6D674  /

EUWAX
2024-12-23  4:28:07 PM Chg.-0.030 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
0.280EUR -9.68% -
Bid Size: -
-
Ask Size: -
GEA GROUP AG 46.00 EUR 2025-01-17 Call
 

Master data

WKN: GJ6D67
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 46.00 EUR
Maturity: 2025-01-17
Issue date: 2024-10-29
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.90
Leverage: Yes

Calculated values

Fair value: 0.25
Intrinsic value: 0.22
Implied volatility: 0.44
Historic volatility: 0.18
Parity: 0.22
Time value: 0.13
Break-even: 49.47
Moneyness: 1.05
Premium: 0.03
Premium p.a.: 0.48
Spread abs.: 0.05
Spread %: 16.84%
Delta: 0.69
Theta: -0.04
Omega: 9.56
Rho: 0.02
 

Quote data

Open: 0.290
High: 0.290
Low: 0.280
Previous Close: 0.310
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month  
+12.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.360 0.280
1M High / 1M Low: 0.410 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.310
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   244.65%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -