Goldman Sachs Call 35 ENR 17.01.2025
/ DE000GJ5W8H9
Goldman Sachs Call 35 ENR 17.01.2.../ DE000GJ5W8H9 /
| 1/9/2025 10:11:46 AM |
Chg.- |
Bid1:02:56 PM |
Ask1:02:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.67EUR |
- |
1.66
Bid Size: 30,000 |
1.73
Ask Size: 30,000 |
SIEMENS ENERGY AG NA... |
35.00 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
GJ5W8H |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SIEMENS ENERGY AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
10/24/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.69 |
| Intrinsic value: |
1.69 |
| Implied volatility: |
3.38 |
| Historic volatility: |
0.45 |
| Parity: |
1.69 |
| Time value: |
0.22 |
| Break-even: |
54.10 |
| Moneyness: |
1.48 |
| Premium: |
0.04 |
| Premium p.a.: |
7.71 |
| Spread abs.: |
0.35 |
| Spread %: |
22.44% |
| Delta: |
0.86 |
| Theta: |
-0.39 |
| Omega: |
2.34 |
| Rho: |
0.00 |
Quote data
| Open: |
1.67 |
| High: |
1.67 |
| Low: |
1.67 |
| Previous Close: |
1.65 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.38% |
| 1 Month |
|
|
+6.37% |
| 3 Months |
|
|
- |
| YTD |
|
|
+11.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.97 |
1.60 |
| 1M High / 1M Low: |
1.97 |
1.32 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
1.97 |
| Low (YTD): |
1/3/2025 |
1.60 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.74 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.16% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |