Goldman Sachs Call 500 HD 19.12.2.../  DE000GJ6BBR9  /

EUWAX
2024-11-06  9:01:34 AM Chg.+0.060 Bid5:02:45 PM Ask5:02:45 PM Underlying Strike price Expiration date Option type
0.390EUR +18.18% 0.250
Bid Size: 10,000
0.300
Ask Size: 5,000
Home Depot Inc 500.00 USD 2025-12-19 Call
 

Master data

WKN: GJ6BBR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Home Depot Inc
Type: Warrant
Option type: Call
Strike price: 500.00 USD
Maturity: 2025-12-19
Issue date: 2024-10-29
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: European
Quanto: No
Gearing: 93.82
Leverage: Yes

Calculated values

Fair value: 0.66
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.18
Parity: -9.14
Time value: 0.39
Break-even: 461.19
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.23
Spread abs.: 0.05
Spread %: 14.71%
Delta: 0.14
Theta: -0.02
Omega: 13.05
Rho: 0.53
 

Quote data

Open: 0.390
High: 0.390
Low: 0.390
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+25.81%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.290
1M High / 1M Low: - -
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:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -