Goldman Sachs Call 6 PSM 15.11.20.../  DE000GJ2N1P1  /

EUWAX
26/09/2024  11:00:00 Chg.+0.050 Bid22:00:25 Ask22:00:25 Underlying Strike price Expiration date Option type
0.340EUR +17.24% -
Bid Size: -
-
Ask Size: -
PROSIEBENSAT.1 NA O... 6.00 EUR 15/11/2024 Call
 

Master data

WKN: GJ2N1P
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: PROSIEBENSAT.1 NA O.N.
Type: Warrant
Option type: Call
Strike price: 6.00 EUR
Maturity: 15/11/2024
Issue date: 22/08/2024
Last trading day: 14/11/2024
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 16.51
Leverage: Yes

Calculated values

Fair value: 0.31
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.46
Parity: -0.22
Time value: 0.35
Break-even: 6.35
Moneyness: 0.96
Premium: 0.10
Premium p.a.: 0.99
Spread abs.: 0.10
Spread %: 40.00%
Delta: 0.47
Theta: 0.00
Omega: 7.73
Rho: 0.00
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.290
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+30.77%
1 Month
  -29.17%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.340 0.200
1M High / 1M Low: 0.480 0.160
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.268
Avg. volume 1W:   0.000
Avg. price 1M:   0.273
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   237.13%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -