Goldman Sachs Call 55 BAER 17.01..../  DE000GJ6D708  /

EUWAX
12/20/2024  10:44:10 AM Chg.0.000 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.310EUR 0.00% -
Bid Size: -
-
Ask Size: -
JULIUS BAER N 55.00 CHF 1/17/2025 Call
 

Master data

WKN: GJ6D70
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: JULIUS BAER N
Type: Warrant
Option type: Call
Strike price: 55.00 CHF
Maturity: 1/17/2025
Issue date: 10/29/2024
Last trading day: 1/16/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 16.01
Leverage: Yes

Calculated values

Fair value: 0.35
Intrinsic value: 0.27
Implied volatility: 0.33
Historic volatility: 0.26
Parity: 0.27
Time value: 0.11
Break-even: 62.91
Moneyness: 1.05
Premium: 0.02
Premium p.a.: 0.28
Spread abs.: 0.04
Spread %: 10.92%
Delta: 0.72
Theta: -0.04
Omega: 11.49
Rho: 0.03
 

Quote data

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

Performance

1 Week
  -45.61%
1 Month  
+6.90%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.510 0.310
1M High / 1M Low: 0.570 0.290
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.412
Avg. volume 1W:   0.000
Avg. price 1M:   0.450
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   256.73%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -