Goldman Sachs Call 26 BAYN 21.02.2025
/ DE000GJ7A4Z4
Goldman Sachs Call 26 BAYN 21.02..../ DE000GJ7A4Z4 /
| 09/01/2025 10:31:36 |
Chg.- |
Bid14:52:27 |
Ask14:52:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.024EUR |
- |
0.026
Bid Size: 100,000 |
0.033
Ask Size: 100,000 |
BAYER AG NA O.N. |
26.00 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
GJ7A4Z |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
26.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
22/11/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
61.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.69 |
| Historic volatility: |
0.33 |
| Parity: |
-0.62 |
| Time value: |
0.03 |
| Break-even: |
26.32 |
| Moneyness: |
0.76 |
| Premium: |
0.33 |
| Premium p.a.: |
11.09 |
| Spread abs.: |
0.01 |
| Spread %: |
28.00% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
9.16 |
| Rho: |
0.00 |
Quote data
| Open: |
0.024 |
| High: |
0.024 |
| Low: |
0.024 |
| Previous Close: |
0.024 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.35% |
| 1 Month |
|
|
-35.14% |
| 3 Months |
|
|
- |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.024 |
0.023 |
| 1M High / 1M Low: |
0.037 |
0.023 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
09/01/2025 |
0.024 |
| Low (YTD): |
03/01/2025 |
0.023 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.024 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
48.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |