Goldman Sachs Call 120 BEI 17.01.2025
/ DE000GJ64GX8
Goldman Sachs Call 120 BEI 17.01..../ DE000GJ64GX8 /
| 09/01/2025 09:06:17 |
Chg.- |
Bid13:00:07 |
Ask13:00:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BEIERSDORF AG O.N. |
120.00 EUR |
17/01/2025 |
Call |
Master data
| WKN: |
GJ64GX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BEIERSDORF AG O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 EUR |
| Maturity: |
17/01/2025 |
| Issue date: |
05/11/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.75 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.82 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.16 |
| Parity: |
0.81 |
| Time value: |
0.28 |
| Break-even: |
130.90 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
2.09 |
| Spread abs.: |
0.42 |
| Spread %: |
62.69% |
| Delta: |
0.73 |
| Theta: |
-0.37 |
| Omega: |
8.56 |
| Rho: |
0.02 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.630 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+104.26% |
| 1 Month |
|
|
+57.38% |
| 3 Months |
|
|
- |
| YTD |
|
|
+108.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.290 |
| 1M High / 1M Low: |
0.960 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2025 |
0.960 |
| Low (YTD): |
06/01/2025 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.542 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.529 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
361.49% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |