Goldman Sachs Call 52 MO 17.01.20.../  DE000GJ4UVT8  /

EUWAX
2024-10-15  3:35:20 PM Chg.- Bid10:00:15 AM Ask10:00:15 AM Underlying Strike price Expiration date Option type
0.089EUR - 0.090
Bid Size: 50,000
0.110
Ask Size: 50,000
Altria Group Inc 52.00 USD 2025-01-17 Call
 

Master data

WKN: GJ4UVT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Call
Strike price: 52.00 USD
Maturity: 2025-01-17
Issue date: 2024-10-04
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 41.68
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.19
Historic volatility: 0.17
Parity: -0.19
Time value: 0.11
Break-even: 48.88
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.29
Spread abs.: 0.02
Spread %: 22.22%
Delta: 0.38
Theta: -0.01
Omega: 15.93
Rho: 0.04
 

Quote data

Open: 0.090
High: 0.090
Low: 0.089
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.11%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.089
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.096
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:   -