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

EUWAX
12/11/2024  15:53:50 Chg.-0.014 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.015EUR -48.28% -
Bid Size: -
-
Ask Size: -
LUFTHANSA AG VNA O.N... 6.50 EUR 15/11/2024 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: 15/11/2024
Issue date: 27/08/2024
Last trading day: 14/11/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 76.75
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.26
Parity: -0.13
Time value: 0.08
Break-even: 6.58
Moneyness: 0.98
Premium: 0.03
Premium p.a.: 53.69
Spread abs.: 0.06
Spread %: 260.87%
Delta: 0.37
Theta: -0.02
Omega: 28.02
Rho: 0.00
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.029
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -67.39%
1 Month
  -93.48%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.029
1M High / 1M Low: 0.520 0.029
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.059
Avg. volume 1W:   0.000
Avg. price 1M:   0.271
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   760.88%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -