Goldman Sachs Call 600 MUV2 21.02.../  DE000GJ789K1  /

EUWAX
2024-12-27  10:52:47 AM Chg.-0.020 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.040EUR -33.33% -
Bid Size: -
-
Ask Size: -
MUENCH.RUECKVERS.VNA... 600.00 EUR 2025-02-21 Call
 

Master data

WKN: GJ789K
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 600.00 EUR
Maturity: 2025-02-21
Issue date: 2024-11-21
Last trading day: 2025-02-20
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 197.18
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.20
Parity: -10.31
Time value: 0.25
Break-even: 602.52
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 2.51
Spread abs.: 0.21
Spread %: 460.00%
Delta: 0.09
Theta: -0.10
Omega: 17.49
Rho: 0.06
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -33.33%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.040
1M High / 1M Low: 0.130 0.040
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.050
Avg. volume 1W:   0.000
Avg. price 1M:   0.083
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   426.29%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -