Goldman Sachs Call 650 MOH 19.12..../  DE000GJ6DRT7  /

EUWAX
2025-01-15  10:33:31 AM Chg.-0.21 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
2.04EUR -9.33% -
Bid Size: -
-
Ask Size: -
LVMH E... 650.00 EUR 2025-12-19 Call
 

Master data

WKN: GJ6DRT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: LVMH EO 0,3
Type: Warrant
Option type: Call
Strike price: 650.00 EUR
Maturity: 2025-12-19
Issue date: 2024-10-30
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: European
Quanto: -
Gearing: 24.85
Leverage: Yes

Calculated values

Fair value: 7.91
Intrinsic value: 0.10
Implied volatility: 0.06
Historic volatility: 0.28
Parity: 0.10
Time value: 2.52
Break-even: 676.20
Moneyness: 1.00
Premium: 0.04
Premium p.a.: 0.04
Spread abs.: 0.50
Spread %: 23.58%
Delta: 0.69
Theta: -0.05
Omega: 17.07
Rho: 3.90
 

Quote data

Open: 2.04
High: 2.04
Low: 2.04
Previous Close: 2.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+5.70%
1 Month  
+5.70%
3 Months     -
YTD  
+5.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.25 1.93
1M High / 1M Low: 2.25 1.79
6M High / 6M Low: - -
High (YTD): 2025-01-14 2.25
Low (YTD): 2025-01-06 1.79
52W High: - -
52W Low: - -
Avg. price 1W:   2.08
Avg. volume 1W:   0.00
Avg. price 1M:   1.95
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   79.97%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -