Goldman Sachs Call 6200 SX5E 18.0.../  DE000GJ4H4Z0  /

EUWAX
11/6/2024  2:17:41 PM Chg.-0.010 Bid9:29:02 PM Ask9:29:02 PM Underlying Strike price Expiration date Option type
0.430EUR -2.27% 0.370
Bid Size: 10,000
0.420
Ask Size: 3,000
EURO STOXX 50, EUR (... 6,200.00 EUR 9/18/2026 Call
 

Master data

WKN: GJ4H4Z
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: EURO STOXX 50, EUR (Price)
Type: Warrant
Option type: Call
Strike price: 6,200.00 EUR
Maturity: 9/18/2026
Issue date: 9/27/2024
Last trading day: 9/17/2026
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 100.21
Leverage: Yes

Calculated values

Fair value: 0.67
Intrinsic value: 0.00
Implied volatility: 0.11
Historic volatility: 0.13
Parity: -13.30
Time value: 0.49
Break-even: 6,248.60
Moneyness: 0.79
Premium: 0.28
Premium p.a.: 0.14
Spread abs.: 0.05
Spread %: 11.47%
Delta: 0.14
Theta: -0.17
Omega: 13.59
Rho: 11.42
 

Quote data

Open: 0.480
High: 0.480
Low: 0.430
Previous Close: 0.440
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.42%
1 Month
  -31.75%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.440
1M High / 1M Low: 0.730 0.440
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.454
Avg. volume 1W:   0.000
Avg. price 1M:   0.562
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   100.06%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -