Goldman Sachs Call 800 GEBN 17.01.../  DE000GJ69FZ4  /

EUWAX
2024-11-12  6:09:43 PM Chg.-0.001 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.002EUR -33.33% -
Bid Size: -
-
Ask Size: -
GEBERIT N 800.00 CHF 2025-01-17 Call
 

Master data

WKN: GJ69FZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: GEBERIT N
Type: Warrant
Option type: Call
Strike price: 800.00 CHF
Maturity: 2025-01-17
Issue date: 2024-11-07
Last trading day: 2025-01-16
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 168.73
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.22
Parity: -2.96
Time value: 0.03
Break-even: 855.75
Moneyness: 0.65
Premium: 0.54
Premium p.a.: 9.77
Spread abs.: 0.03
Spread %: 1,550.00%
Delta: 0.06
Theta: -0.13
Omega: 10.16
Rho: 0.05
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.003
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     -
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
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:   -