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Goldman Sachs Call 140 JNJ 21.06..../  DE000GP22AR8  /

EUWAX
2024-06-07  11:00:19 AM Chg.+0.010 Bid2:17:17 PM Ask2:17:17 PM Underlying Strike price Expiration date Option type
0.660EUR +1.54% 0.660
Bid Size: 20,000		 0.710
Ask Size: 20,000		 JOHNSON + JOHNSON ... 140.00 - 2024-06-21 Call
 

Master data

WKN: GP22AR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: JOHNSON + JOHNSON DL 1
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-06-21
Issue date: 2023-04-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.06
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.85
Historic volatility: 0.15
Parity: -0.56
Time value: 0.67
Break-even: 146.70
Moneyness: 0.96
Premium: 0.09
Premium p.a.: 8.75
Spread abs.: 0.02
Spread %: 3.08%
Delta: 0.44
Theta: -0.32
Omega: 8.83
Rho: 0.02
 

Quote data

Open: 0.660
High: 0.660
Low: 0.660
Previous Close: 0.650
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.86%
1 Month
  -24.14%
3 Months
  -66.15%
YTD
  -64.52%
1 Year
  -72.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.800 0.590
1M High / 1M Low: 1.360 0.520
6M High / 6M Low: 2.280 0.520
High (YTD): 2024-03-13 2.280
Low (YTD): 2024-05-30 0.520
52W High: 2023-07-28 3.550
52W Low: 2024-05-30 0.520
Avg. price 1W:   0.706
Avg. volume 1W:   0.000
Avg. price 1M:   0.914
Avg. volume 1M:   0.000
Avg. price 6M:   1.590
Avg. volume 6M:   0.000
Avg. price 1Y:   1.995
Avg. volume 1Y:   0.000
Volatility 1M:   210.89%
Volatility 6M:   144.54%
Volatility 1Y:   118.86%
Volatility 3Y:   -