Goldman Sachs Call 22 BAYN 21.02.2025
/ DE000GJ7A512
Goldman Sachs Call 22 BAYN 21.02..../ DE000GJ7A512 /
| 09/01/2025 10:31:36 |
Chg.- |
Bid16:06:14 |
Ask16:06:14 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.043EUR |
- |
0.058
Bid Size: 200,000 |
0.060
Ask Size: 200,000 |
BAYER AG NA O.N. |
22.00 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
GJ7A51 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
22/11/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
38.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.33 |
| Parity: |
-0.22 |
| Time value: |
0.05 |
| Break-even: |
22.52 |
| Moneyness: |
0.90 |
| Premium: |
0.14 |
| Premium p.a.: |
2.12 |
| Spread abs.: |
0.01 |
| Spread %: |
20.93% |
| Delta: |
0.28 |
| Theta: |
-0.01 |
| Omega: |
10.83 |
| Rho: |
0.01 |
Quote data
| Open: |
0.043 |
| High: |
0.043 |
| Low: |
0.043 |
| Previous Close: |
0.041 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.16% |
| 1 Month |
|
|
-54.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
+7.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.046 |
0.037 |
| 1M High / 1M Low: |
0.094 |
0.037 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
0.046 |
| Low (YTD): |
06/01/2025 |
0.037 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.041 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
124.50% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |