Goldman Sachs Call 48 G1A 21.02.2.../  DE000GJ7Q8H5  /

EUWAX
2024-12-23  6:23:14 PM Chg.-0.010 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.200EUR -4.76% -
Bid Size: -
-
Ask Size: -
GEA GROUP AG 48.00 EUR 2025-02-21 Call
 

Master data

WKN: GJ7Q8H
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 48.00 EUR
Maturity: 2025-02-21
Issue date: 2024-12-02
Last trading day: 2025-02-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 20.43
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.02
Implied volatility: 0.28
Historic volatility: 0.18
Parity: 0.02
Time value: 0.21
Break-even: 50.36
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.31
Spread abs.: 0.03
Spread %: 14.56%
Delta: 0.55
Theta: -0.02
Omega: 11.33
Rho: 0.04
 

Quote data

Open: 0.200
High: 0.200
Low: 0.200
Previous Close: 0.210
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.93%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.200
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.223
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -