Goldman Sachs Call 65 SIX2 18.10..../  DE000GJ1HDY9  /

EUWAX
02/10/2024  16:21:13 Chg.-0.030 Bid22:00:26 Ask22:00:26 Underlying Strike price Expiration date Option type
0.250EUR -10.71% -
Bid Size: -
-
Ask Size: -
SIXT SE ST O.N. 65.00 EUR 18/10/2024 Call
 

Master data

WKN: GJ1HDY
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SIXT SE ST O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 18/10/2024
Issue date: 30/07/2024
Last trading day: 17/10/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.56
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.04
Implied volatility: 0.73
Historic volatility: 0.31
Parity: 0.04
Time value: 0.39
Break-even: 69.20
Moneyness: 1.01
Premium: 0.06
Premium p.a.: 2.69
Spread abs.: 0.20
Spread %: 90.91%
Delta: 0.55
Theta: -0.13
Omega: 8.53
Rho: 0.01
 

Quote data

Open: 0.220
High: 0.250
Low: 0.220
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+47.06%
1 Month  
+92.31%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.280 0.170
1M High / 1M Low: 0.280 0.060
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.236
Avg. volume 1W:   0.000
Avg. price 1M:   0.142
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   547.12%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -