Goldman Sachs Call 180 JNJ 21.03..../  DE000GG6DML8  /

EUWAX
2024-05-31  9:42:58 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.090EUR 0.00% -
Bid Size: -
-
Ask Size: -
JOHNSON + JOHNSON ... 180.00 - 2025-03-21 Call
 

Master data

WKN: GG6DML
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: JOHNSON + JOHNSON DL 1
Type: Warrant
Option type: Call
Strike price: 180.00 -
Maturity: 2025-03-21
Issue date: 2024-04-04
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 102.42
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.15
Parity: -4.48
Time value: 0.13
Break-even: 181.32
Moneyness: 0.75
Premium: 0.34
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 17.86%
Delta: 0.11
Theta: -0.01
Omega: 11.46
Rho: 0.11
 

Quote data

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

Performance

1 Week
  -35.71%
1 Month
  -25.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.090
1M High / 1M Low: 0.190 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.100
Avg. volume 1W:   0.000
Avg. price 1M:   0.141
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   192.18%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -