Goldman Sachs Call 850 Novo-Nordi.../  DE000GJ64Y08  /

EUWAX
11/15/2024  9:14:22 AM Chg.-0.14 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
1.25EUR -10.07% -
Bid Size: -
-
Ask Size: -
- 850.00 DKK 9/18/2026 Call
 

Master data

WKN: GJ64Y0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: -
Type: Warrant
Option type: Call
Strike price: 850.00 DKK
Maturity: 9/18/2026
Issue date: 11/5/2024
Last trading day: 9/17/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.57
Leverage: Yes

Calculated values

Fair value: 1.23
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.33
Parity: -1.86
Time value: 1.26
Break-even: 126.55
Moneyness: 0.84
Premium: 0.33
Premium p.a.: 0.17
Spread abs.: 0.06
Spread %: 5.00%
Delta: 0.48
Theta: -0.02
Omega: 3.65
Rho: 0.61
 

Quote data

Open: 1.25
High: 1.25
Low: 1.25
Previous Close: 1.39
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.09%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.46 1.25
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.37
Avg. volume 1W:   0.00
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:   -