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Goldman Sachs Call 140 JBHT 17.01.../  DE000GP3LMJ1  /

EUWAX
2024-06-03  10:20:57 AM Chg.+0.33 Bid9:36:35 PM Ask9:36:35 PM Underlying Strike price Expiration date Option type
2.86EUR +13.04% 2.72
Bid Size: 20,000		 2.74
Ask Size: 20,000		 J B Hunt Transport S... 140.00 - 2025-01-17 Call
 

Master data

WKN: GP3LMJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: J B Hunt Transport Services Inc
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2025-01-17
Issue date: 2023-05-02
Last trading day: 2025-01-16
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.11
Leverage: Yes

Calculated values

Fair value: 1.71
Intrinsic value: 0.81
Implied volatility: 0.51
Historic volatility: 0.23
Parity: 0.81
Time value: 2.09
Break-even: 169.00
Moneyness: 1.06
Premium: 0.14
Premium p.a.: 0.24
Spread abs.: 0.07
Spread %: 2.47%
Delta: 0.66
Theta: -0.06
Omega: 3.35
Rho: 0.43
 

Quote data

Open: 2.86
High: 2.86
Low: 2.86
Previous Close: 2.53
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.58%
1 Month
  -12.54%
3 Months
  -58.55%
YTD
  -55.10%
1 Year
  -40.42%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.61 2.33
1M High / 1M Low: 3.63 2.33
6M High / 6M Low: 8.10 2.33
High (YTD): 2024-02-16 8.10
Low (YTD): 2024-05-30 2.33
52W High: 2024-02-16 8.10
52W Low: 2024-05-30 2.33
Avg. price 1W:   2.53
Avg. volume 1W:   0.00
Avg. price 1M:   3.07
Avg. volume 1M:   0.00
Avg. price 6M:   5.46
Avg. volume 6M:   0.00
Avg. price 1Y:   5.48
Avg. volume 1Y:   0.00
Volatility 1M:   87.57%
Volatility 6M:   79.48%
Volatility 1Y:   72.29%
Volatility 3Y:   -