Goldman Sachs Call 15 DBK 21.02.2025
/ DE000GJ789N5
Goldman Sachs Call 15 DBK 21.02.2.../ DE000GJ789N5 /
| 1/24/2025 9:05:30 AM |
Chg.+0.21 |
Bid7:15:42 PM |
Ask7:15:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.16EUR |
+5.32% |
4.09
Bid Size: 5,000 |
4.24
Ask Size: 5,000 |
DEUTSCHE BANK AG NA ... |
15.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
GJ789N |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
DEUTSCHE BANK AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
11/21/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.47 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.08 |
| Intrinsic value: |
4.05 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.28 |
| Parity: |
4.05 |
| Time value: |
0.21 |
| Break-even: |
19.26 |
| Moneyness: |
1.27 |
| Premium: |
0.01 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.42 |
| Spread %: |
10.94% |
| Delta: |
0.91 |
| Theta: |
-0.01 |
| Omega: |
4.05 |
| Rho: |
0.01 |
Quote data
| Open: |
4.16 |
| High: |
4.16 |
| Low: |
4.16 |
| Previous Close: |
3.95 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.24% |
| 1 Month |
|
|
+141.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
+126.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.05 |
3.61 |
| 1M High / 1M Low: |
4.05 |
1.75 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
4.05 |
| Low (YTD): |
1/2/2025 |
1.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.88 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.71 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |