Goldman Sachs Call 220 CRM 17.01.2025
/ DE000GP91C11
Goldman Sachs Call 220 CRM 17.01..../ DE000GP91C11 /
| 1/9/2025 10:57:00 AM |
Chg.- |
Bid1:32:18 PM |
Ask1:32:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.38EUR |
- |
10.29
Bid Size: 5,000 |
10.49
Ask Size: 5,000 |
Salesforce Inc |
220.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
GP91C1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Salesforce Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
7/18/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.39 |
| Intrinsic value: |
10.38 |
| Implied volatility: |
1.94 |
| Historic volatility: |
0.34 |
| Parity: |
10.38 |
| Time value: |
0.23 |
| Break-even: |
319.76 |
| Moneyness: |
1.49 |
| Premium: |
0.01 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.20 |
| Spread %: |
1.92% |
| Delta: |
0.95 |
| Theta: |
-0.68 |
| Omega: |
2.83 |
| Rho: |
0.04 |
Quote data
| Open: |
10.38 |
| High: |
10.38 |
| Low: |
10.38 |
| Previous Close: |
10.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.12% |
| 1 Month |
|
|
-17.81% |
| 3 Months |
|
|
+60.93% |
| YTD |
|
|
-8.63% |
| 1 Year |
|
|
+69.61% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
11.27 |
10.34 |
| 1M High / 1M Low: |
13.65 |
10.34 |
| 6M High / 6M Low: |
14.12 |
3.17 |
| High (YTD): |
1/2/2025 |
11.45 |
| Low (YTD): |
1/8/2025 |
10.34 |
| 52W High: |
12/5/2024 |
14.12 |
| 52W Low: |
5/30/2024 |
2.24 |
| Avg. price 1W: |
|
10.80 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
11.93 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
7.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.99 |
| Avg. volume 1Y: |
|
5.62 |
| Volatility 1M: |
|
70.65% |
| Volatility 6M: |
|
115.02% |
| Volatility 1Y: |
|
123.46% |
| Volatility 3Y: |
|
- |