Goldman Sachs Call 460 MUV2 21.02.../  DE000GJ7AHL9  /

EUWAX
30/12/2024  10:53:27 Chg.-0.08 Bid22:00:25 Ask22:00:25 Underlying Strike price Expiration date Option type
3.63EUR -2.16% -
Bid Size: -
-
Ask Size: -
MUENCH.RUECKVERS.VNA... 460.00 EUR 21/02/2025 Call
 

Master data

WKN: GJ7AHL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 460.00 EUR
Maturity: 21/02/2025
Issue date: 22/11/2024
Last trading day: 20/02/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 13.38
Leverage: Yes

Calculated values

Fair value: 3.29
Intrinsic value: 2.71
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 2.71
Time value: 0.93
Break-even: 496.40
Moneyness: 1.06
Premium: 0.02
Premium p.a.: 0.14
Spread abs.: 0.10
Spread %: 2.82%
Delta: 0.75
Theta: -0.17
Omega: 10.04
Rho: 0.46
 

Quote data

Open: 3.63
High: 3.63
Low: 3.63
Previous Close: 3.71
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.39%
1 Month
  -11.46%
3 Months     -
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.71 3.63
1M High / 1M Low: 6.87 3.63
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   3.67
Avg. volume 1W:   0.00
Avg. price 1M:   5.29
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   204.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -