Goldman Sachs Call 400 CAT 15.01.2027
/ DE000GJ9VXB9
Goldman Sachs Call 400 CAT 15.01..../ DE000GJ9VXB9 /
| 1/24/2025 9:53:52 AM |
Chg.-0.15 |
Bid10:33:41 AM |
Ask10:33:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 7.17EUR |
-2.05% |
7.14
Bid Size: 3,000 |
7.24
Ask Size: 3,000 |
Caterpillar Inc |
400.00 USD |
1/15/2027 |
Call |
Master data
| WKN: |
GJ9VXB |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Caterpillar Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 USD |
| Maturity: |
1/15/2027 |
| Issue date: |
1/23/2025 |
| Last trading day: |
1/14/2027 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.66 |
| Intrinsic value: |
0.61 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
0.61 |
| Time value: |
6.72 |
| Break-even: |
457.33 |
| Moneyness: |
1.02 |
| Premium: |
0.17 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.07 |
| Spread %: |
0.96% |
| Delta: |
0.65 |
| Theta: |
-0.05 |
| Omega: |
3.44 |
| Rho: |
3.54 |
Quote data
| Open: |
7.17 |
| High: |
7.17 |
| Low: |
7.17 |
| Previous Close: |
7.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
- |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |