Goldman Sachs Call 200 SRT3 21.03.2025
/ DE000GJ186E3
Goldman Sachs Call 200 SRT3 21.03.../ DE000GJ186E3 /
| 24/01/2025 09:45:13 |
Chg.-0.02 |
Bid10:23:26 |
Ask10:23:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.39EUR |
-0.37% |
5.52
Bid Size: 10,000 |
5.67
Ask Size: 10,000 |
SARTORIUS AG VZO O.N... |
200.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
GJ186E |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SARTORIUS AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
24/07/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.21 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.22 |
| Intrinsic value: |
4.90 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.48 |
| Parity: |
4.90 |
| Time value: |
1.01 |
| Break-even: |
259.10 |
| Moneyness: |
1.25 |
| Premium: |
0.04 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.50 |
| Spread %: |
9.24% |
| Delta: |
0.81 |
| Theta: |
-0.20 |
| Omega: |
3.42 |
| Rho: |
0.22 |
Quote data
| Open: |
5.39 |
| High: |
5.39 |
| Low: |
5.39 |
| Previous Close: |
5.41 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+38.56% |
| 1 Month |
|
|
+82.71% |
| 3 Months |
|
|
-17.46% |
| YTD |
|
|
+89.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
5.42 |
3.89 |
| 1M High / 1M Low: |
5.42 |
2.44 |
| 6M High / 6M Low: |
8.14 |
2.44 |
| High (YTD): |
22/01/2025 |
5.42 |
| Low (YTD): |
03/01/2025 |
2.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.78 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.03 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
5.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
191.00% |
| Volatility 6M: |
|
157.84% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |