Goldman Sachs Call 160 AMAT 21.02.2025
/ DE000GJ3QBV6
Goldman Sachs Call 160 AMAT 21.02.../ DE000GJ3QBV6 /
| 23/01/2025 09:51:32 |
Chg.-0.22 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.25EUR |
-6.34% |
-
Bid Size: - |
-
Ask Size: - |
Applied Materials In... |
160.00 USD |
21/02/2025 |
Call |
Master data
| WKN: |
GJ3QBV |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Applied Materials Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 USD |
| Maturity: |
21/02/2025 |
| Issue date: |
12/09/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.47 |
| Intrinsic value: |
3.41 |
| Implied volatility: |
0.75 |
| Historic volatility: |
0.40 |
| Parity: |
3.41 |
| Time value: |
0.36 |
| Break-even: |
191.43 |
| Moneyness: |
1.22 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.15 |
| Spread %: |
4.14% |
| Delta: |
0.86 |
| Theta: |
-0.17 |
| Omega: |
4.26 |
| Rho: |
0.10 |
Quote data
| Open: |
3.25 |
| High: |
3.25 |
| Low: |
3.25 |
| Previous Close: |
3.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.52% |
| 1 Month |
|
|
+130.50% |
| 3 Months |
|
|
+2.20% |
| YTD |
|
|
+135.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.47 |
3.08 |
| 1M High / 1M Low: |
3.47 |
1.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
22/01/2025 |
3.47 |
| Low (YTD): |
02/01/2025 |
1.22 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.18 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
246.21% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |