Goldman Sachs Call 70 BNP 17.01.2.../  DE000GJ5YLT8  /

EUWAX
2024-11-08  5:01:03 PM Chg.-0.021 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.014EUR -60.00% -
Bid Size: -
-
Ask Size: -
BNP PARIBAS INH. ... 70.00 EUR 2025-01-17 Call
 

Master data

WKN: GJ5YLT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BNP PARIBAS INH. EO 2
Type: Warrant
Option type: Call
Strike price: 70.00 EUR
Maturity: 2025-01-17
Issue date: 2024-10-25
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 46.13
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.23
Parity: -1.10
Time value: 0.13
Break-even: 71.28
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 1.67
Spread abs.: 0.10
Spread %: 357.14%
Delta: 0.22
Theta: -0.02
Omega: 10.10
Rho: 0.02
 

Quote data

Open: 0.014
High: 0.014
Low: 0.014
Previous Close: 0.035
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -80.56%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.072 0.035
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.052
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -