Goldman Sachs Call 150 CGM 21.03.2025
/ DE000GJ64HL1
Goldman Sachs Call 150 CGM 21.03..../ DE000GJ64HL1 /
| 1/24/2025 9:07:49 AM |
Chg.+0.23 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.99EUR |
+13.07% |
-
Bid Size: - |
-
Ask Size: - |
CAPGEMINI SE INH. EO... |
150.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
GJ64HL |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
11/5/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.88 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.61 |
| Historic volatility: |
0.23 |
| Parity: |
1.75 |
| Time value: |
0.81 |
| Break-even: |
175.60 |
| Moneyness: |
1.12 |
| Premium: |
0.05 |
| Premium p.a.: |
0.37 |
| Spread abs.: |
0.70 |
| Spread %: |
37.63% |
| Delta: |
0.73 |
| Theta: |
-0.13 |
| Omega: |
4.76 |
| Rho: |
0.14 |
Quote data
| Open: |
1.99 |
| High: |
1.99 |
| Low: |
1.99 |
| Previous Close: |
1.76 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.16% |
| 1 Month |
|
|
+36.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
+37.24% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.99 |
1.69 |
| 1M High / 1M Low: |
1.99 |
1.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/24/2025 |
1.99 |
| Low (YTD): |
1/14/2025 |
1.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.56 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
114.96% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |