Goldman Sachs Call 14 AAL 21.03.2025
/ DE000GJ2KTT7
Goldman Sachs Call 14 AAL 21.03.2.../ DE000GJ2KTT7 /
| 24/01/2025 09:34:11 |
Chg.-0.170 |
Bid18:10:29 |
Ask18:10:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
-33.33% |
0.340
Bid Size: 300,000 |
0.350
Ask Size: 300,000 |
American Airlines Gr... |
14.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
GJ2KTT |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
21/08/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.41 |
| Parity: |
0.29 |
| Time value: |
0.05 |
| Break-even: |
16.82 |
| Moneyness: |
1.22 |
| Premium: |
0.03 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.00 |
| Spread %: |
0.30% |
| Delta: |
0.83 |
| Theta: |
-0.01 |
| Omega: |
4.00 |
| Rho: |
0.02 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.510 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.09% |
| 1 Month |
|
|
-5.56% |
| 3 Months |
|
|
+240.00% |
| YTD |
|
|
-12.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.520 |
0.470 |
| 1M High / 1M Low: |
0.520 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
0.520 |
| Low (YTD): |
06/01/2025 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.492 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.436 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
87.61% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |