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Goldman Sachs Call 140 ADS 19.12..../  DE000GG2SET5  /

EUWAX
24/01/2025  10:28:23 Chg.+0.05 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
12.26EUR +0.41% -
Bid Size: -		 -
Ask Size: -		 ADIDAS AG NA O.N. 140.00 EUR 19/12/2025 Call
 

Master data

WKN: GG2SET
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ADIDAS AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 140.00 EUR
Maturity: 19/12/2025
Issue date: 22/01/2024
Last trading day: 18/12/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 1.98
Leverage: Yes

Calculated values

Fair value: 11.80
Intrinsic value: 11.45
Implied volatility: 0.69
Historic volatility: 0.26
Parity: 11.45
Time value: 1.41
Break-even: 268.60
Moneyness: 1.82
Premium: 0.06
Premium p.a.: 0.06
Spread abs.: 0.70
Spread %: 5.76%
Delta: 0.90
Theta: -0.05
Omega: 1.78
Rho: 0.90
 

Quote data

Open: 12.26
High: 12.26
Low: 12.26
Previous Close: 12.21
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+15.99%
1 Month  
+20.67%
3 Months  
+47.53%
YTD  
+21.15%
1 Year  
+130.45%
3 Years     -
5 Years     -
1W High / 1W Low: 12.37 10.58
1M High / 1M Low: 12.37 9.99
6M High / 6M Low: 12.37 7.75
High (YTD): 22/01/2025 12.37
Low (YTD): 02/01/2025 9.99
52W High: 22/01/2025 12.37
52W Low: 14/02/2024 5.06
Avg. price 1W:   11.62
Avg. volume 1W:   0.00
Avg. price 1M:   10.78
Avg. volume 1M:   0.00
Avg. price 6M:   9.46
Avg. volume 6M:   0.00
Avg. price 1Y:   8.85
Avg. volume 1Y:   0.00
Volatility 1M:   66.35%
Volatility 6M:   62.20%
Volatility 1Y:   62.41%
Volatility 3Y:   -