Goldman Sachs Call 560 MUV2 21.02.../  DE000GJ87317  /

EUWAX
2024-12-27  9:51:25 AM Chg.-0.060 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.110EUR -35.29% -
Bid Size: -
-
Ask Size: -
MUENCH.RUECKVERS.VNA... 560.00 EUR 2025-02-21 Call
 

Master data

WKN: GJ8731
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 560.00 EUR
Maturity: 2025-02-21
Issue date: 2024-12-12
Last trading day: 2025-02-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 136.89
Leverage: Yes

Calculated values

Fair value: 0.12
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.20
Parity: -6.31
Time value: 0.36
Break-even: 563.63
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 1.27
Spread abs.: 0.23
Spread %: 177.10%
Delta: 0.14
Theta: -0.11
Omega: 19.73
Rho: 0.10
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -38.89%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.170 0.110
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.140
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:   -