Goldman Sachs Call 22 ARRD 21.02.2025
/ DE000GJ7MVB6
Goldman Sachs Call 22 ARRD 21.02..../ DE000GJ7MVB6 /
| 1/24/2025 10:43:44 AM |
Chg.+0.100 |
Bid5:35:04 PM |
Ask5:35:04 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+76.92% |
0.220
Bid Size: 30,000 |
0.240
Ask Size: 30,000 |
ARCELORMITTAL S.A. N... |
22.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
GJ7MVB |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
11/29/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.15 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
0.15 |
| Time value: |
0.03 |
| Break-even: |
23.88 |
| Moneyness: |
1.07 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.06 |
| Spread %: |
41.35% |
| Delta: |
0.78 |
| Theta: |
-0.01 |
| Omega: |
9.77 |
| Rho: |
0.01 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.130 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.33% |
| 1 Month |
|
|
+64.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
+64.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.130 |
| 1M High / 1M Low: |
0.170 |
0.081 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/21/2025 |
0.170 |
| Low (YTD): |
1/13/2025 |
0.081 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.152 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.122 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |