Goldman Sachs Call 540 MUV2 21.03.../  DE000GJ50HY3  /

EUWAX
2024-11-12  9:02:52 AM Chg.-0.100 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.310EUR -24.39% -
Bid Size: -
-
Ask Size: -
MUENCH.RUECKVERS.VNA... 540.00 EUR 2025-03-21 Call
 

Master data

WKN: GJ50HY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 540.00 EUR
Maturity: 2025-03-21
Issue date: 2024-10-09
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 119.55
Leverage: Yes

Calculated values

Fair value: 0.51
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.19
Parity: -6.18
Time value: 0.40
Break-even: 544.00
Moneyness: 0.89
Premium: 0.14
Premium p.a.: 0.44
Spread abs.: 0.03
Spread %: 8.11%
Delta: 0.16
Theta: -0.05
Omega: 18.97
Rho: 0.25
 

Quote data

Open: 0.310
High: 0.310
Low: 0.310
Previous Close: 0.410
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.43%
1 Month
  -68.04%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.490 0.330
1M High / 1M Low: 1.240 0.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.396
Avg. volume 1W:   0.000
Avg. price 1M:   0.612
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   268.02%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -