Goldman Sachs Call 15 AAL 21.02.2025
/ DE000GJ3QEX6
Goldman Sachs Call 15 AAL 21.02.2.../ DE000GJ3QEX6 /
| 1/23/2025 9:51:40 AM |
Chg.- |
Bid9:00:22 AM |
Ask9:00:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
- |
0.230
Bid Size: 100,000 |
-
Ask Size: - |
American Airlines Gr... |
15.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
GJ3QEX |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
9/12/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.35 |
| Implied volatility: |
1.06 |
| Historic volatility: |
0.40 |
| Parity: |
0.35 |
| Time value: |
0.07 |
| Break-even: |
18.60 |
| Moneyness: |
1.24 |
| Premium: |
0.04 |
| Premium p.a.: |
0.59 |
| Spread abs.: |
0.03 |
| Spread %: |
7.71% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
3.48 |
| Rho: |
0.01 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.400 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.29% |
| 1 Month |
|
|
+48.15% |
| 3 Months |
|
|
+577.97% |
| YTD |
|
|
+33.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.410 |
0.350 |
| 1M High / 1M Low: |
0.410 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
0.410 |
| Low (YTD): |
1/6/2025 |
0.260 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.332 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |