Goldman Sachs Call 58 1NBA 20.12..../  DE000GJ5F8D9  /

EUWAX
06/11/2024  10:59:43 Chg.+0.016 Bid20:09:40 Ask20:09:40 Underlying Strike price Expiration date Option type
0.063EUR +34.04% 0.029
Bid Size: 20,000
0.059
Ask Size: 20,000
ANHEUSER-BUSCH INBEV 58.00 EUR 20/12/2024 Call
 

Master data

WKN: GJ5F8D
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ANHEUSER-BUSCH INBEV
Type: Warrant
Option type: Call
Strike price: 58.00 EUR
Maturity: 20/12/2024
Issue date: 16/10/2024
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 83.02
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.18
Parity: -0.40
Time value: 0.07
Break-even: 58.65
Moneyness: 0.93
Premium: 0.09
Premium p.a.: 1.00
Spread abs.: 0.02
Spread %: 44.44%
Delta: 0.24
Theta: -0.02
Omega: 19.73
Rho: 0.01
 

Quote data

Open: 0.063
High: 0.063
Low: 0.063
Previous Close: 0.047
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -76.67%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.270 0.047
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.106
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:   -