Goldman Sachs Call 9 BOY 15.11.20.../  DE000GJ2T0B7  /

EUWAX
2024-11-12  7:30:25 PM Chg.-0.190 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.090EUR -67.86% -
Bid Size: -
-
Ask Size: -
BCO BIL.VIZ.ARG.NOM.... 9.00 EUR 2024-11-15 Call
 

Master data

WKN: GJ2T0B
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BCO BIL.VIZ.ARG.NOM.EO-49
Type: Warrant
Option type: Call
Strike price: 9.00 EUR
Maturity: 2024-11-15
Issue date: 2024-08-26
Last trading day: 2024-11-14
Ratio: 1:1
Exercise type: American
Quanto: -
Gearing: 24.86
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.12
Implied volatility: 0.91
Historic volatility: 0.27
Parity: 0.12
Time value: 0.24
Break-even: 9.37
Moneyness: 1.01
Premium: 0.03
Premium p.a.: 23.48
Spread abs.: 0.15
Spread %: 69.12%
Delta: 0.58
Theta: -0.05
Omega: 14.49
Rho: 0.00
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.280
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -86.76%
1 Month
  -83.02%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.680 0.200
1M High / 1M Low: 0.680 0.200
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.345
Avg. volume 1W:   4,601
Avg. price 1M:   0.419
Avg. volume 1M:   968.632
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   431.22%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -