Goldman Sachs Call 60 MO 21.03.20.../  DE000GJ15UQ5  /

EUWAX
2024-12-27  10:49:53 AM Chg.-0.014 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.041EUR -25.45% -
Bid Size: -
-
Ask Size: -
Altria Group Inc 60.00 USD 2025-03-21 Call
 

Master data

WKN: GJ15UQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Altria Group Inc
Type: Warrant
Option type: Call
Strike price: 60.00 USD
Maturity: 2025-03-21
Issue date: 2024-07-23
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 74.22
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.18
Parity: -0.71
Time value: 0.07
Break-even: 58.25
Moneyness: 0.88
Premium: 0.15
Premium p.a.: 0.86
Spread abs.: 0.02
Spread %: 41.67%
Delta: 0.19
Theta: -0.01
Omega: 14.35
Rho: 0.02
 

Quote data

Open: 0.041
High: 0.041
Low: 0.041
Previous Close: 0.055
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.07%
1 Month
  -68.46%
3 Months  
+57.69%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.055 0.054
1M High / 1M Low: 0.130 0.054
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.055
Avg. volume 1W:   0.000
Avg. price 1M:   0.087
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   247.33%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -