Goldman Sachs Call 230 JNJ 20.03..../  DE000GG59965  /

EUWAX
2024-05-31  10:16:03 AM Chg.0.000 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
0.060EUR 0.00% -
Bid Size: -
-
Ask Size: -
JOHNSON + JOHNSON ... 230.00 - 2026-03-20 Call
 

Master data

WKN: GG5996
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: JOHNSON + JOHNSON DL 1
Type: Warrant
Option type: Call
Strike price: 230.00 -
Maturity: 2026-03-20
Issue date: 2024-03-15
Last trading day: 2026-03-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 160.95
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.15
Parity: -9.48
Time value: 0.08
Break-even: 230.84
Moneyness: 0.59
Premium: 0.71
Premium p.a.: 0.35
Spread abs.: 0.03
Spread %: 55.56%
Delta: 0.06
Theta: 0.00
Omega: 9.45
Rho: 0.13
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month  
+20.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.060
1M High / 1M Low: 0.080 0.050
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.064
Avg. volume 1W:   0.000
Avg. price 1M:   0.065
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   188.21%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -