Goldman Sachs Call 115 SNW 21.02.2025
/ DE000GJ874Y2
Goldman Sachs Call 115 SNW 21.02..../ DE000GJ874Y2 /
| 1/10/2025 4:58:34 PM |
Chg.0.000 |
Bid5:35:11 PM |
Ask5:35:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
0.00% |
0.020
Bid Size: 10,000 |
0.170
Ask Size: 5,000 |
SANOFI SA INHABER ... |
115.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
GJ874Y |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
115.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
12/12/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
55.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.18 |
| Parity: |
-1.87 |
| Time value: |
0.18 |
| Break-even: |
116.75 |
| Moneyness: |
0.84 |
| Premium: |
0.21 |
| Premium p.a.: |
4.33 |
| Spread abs.: |
0.15 |
| Spread %: |
629.17% |
| Delta: |
0.19 |
| Theta: |
-0.06 |
| Omega: |
10.72 |
| Rho: |
0.02 |
Quote data
| Open: |
0.024 |
| High: |
0.024 |
| Low: |
0.024 |
| Previous Close: |
0.024 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+9.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.024 |
0.023 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.024 |
| Low (YTD): |
1/2/2025 |
0.022 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.023 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |