Goldman Sachs Call 60 G1A 19.06.2.../  DE000GJ0F821  /

EUWAX
23/12/2024  18:27:58 Chg.-0.010 Bid22:00:24 Ask22:00:24 Underlying Strike price Expiration date Option type
0.220EUR -4.35% -
Bid Size: -
-
Ask Size: -
GEA GROUP AG 60.00 EUR 19/06/2026 Call
 

Master data

WKN: GJ0F82
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEA GROUP AG
Type: Warrant
Option type: Call
Strike price: 60.00 EUR
Maturity: 19/06/2026
Issue date: 09/07/2024
Last trading day: 18/06/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 16.80
Leverage: Yes

Calculated values

Fair value: 0.14
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.18
Parity: -1.18
Time value: 0.29
Break-even: 62.87
Moneyness: 0.80
Premium: 0.30
Premium p.a.: 0.20
Spread abs.: 0.07
Spread %: 32.26%
Delta: 0.34
Theta: -0.01
Omega: 5.70
Rho: 0.20
 

Quote data

Open: 0.220
High: 0.220
Low: 0.210
Previous Close: 0.230
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.00%
1 Month
  -12.00%
3 Months  
+57.14%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.250 0.220
1M High / 1M Low: 0.270 0.170
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.230
Avg. volume 1W:   0.000
Avg. price 1M:   0.220
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   163.89%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -