Goldman Sachs Call 6.5 LHA 15.11..../  DE000GJ2VKL0  /

EUWAX
11/8/2024  12:44:32 PM Chg.-0.079 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.041EUR -65.83% -
Bid Size: -
-
Ask Size: -
LUFTHANSA AG VNA O.N... 6.50 EUR 11/15/2024 Call
 

Master data

WKN: GJ2VKL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: LUFTHANSA AG VNA O.N.
Type: Warrant
Option type: Call
Strike price: 6.50 EUR
Maturity: 11/15/2024
Issue date: 8/27/2024
Last trading day: 11/14/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 78.88
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.48
Historic volatility: 0.26
Parity: -0.19
Time value: 0.08
Break-even: 6.58
Moneyness: 0.97
Premium: 0.04
Premium p.a.: 11.79
Spread abs.: 0.06
Spread %: 280.95%
Delta: 0.33
Theta: -0.01
Omega: 25.82
Rho: 0.00
 

Quote data

Open: 0.041
High: 0.041
Low: 0.041
Previous Close: 0.120
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.43%
1 Month
  -84.23%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.041
1M High / 1M Low: 0.520 0.041
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.280
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   736.81%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -