The first measurement of the momentum distribution for one-neutron removal from O-24 at 920A MeV performed at GSI, Darmstadt is reported. The observed distribution has a width (FWHM) of 99 +/- 4 MeV/c in the projectile rest frame and a one-neutron removal cross section of 63 +/- 7 mb. The results are well explained with a nearly pure 2s(1/2) neutron spectroscopic factor of 1.74 +/- 0.19 within the eikonal model. This large s-wave probability shows a spherical shell closure thereby confirming earlier suggestions that O-24 is a new doubly magic nucleus.