Goldman Sachs Call 7550 CAC 40 17.01.2025
/ DE000GJ5W007
Goldman Sachs Call 7550 CAC 40 17.../ DE000GJ5W007 /
| 1/9/2025 1:57:14 PM |
Chg.0.000 |
Bid4:27:31 PM |
Ask4:27:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
0.00% |
0.460
Bid Size: 150,000 |
0.470
Ask Size: 150,000 |
- |
7,550.00 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
GJ5W00 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,550.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
10/24/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
212.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.13 |
| Parity: |
-0.98 |
| Time value: |
0.35 |
| Break-even: |
7,585.00 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
1.24 |
| Spread abs.: |
0.01 |
| Spread %: |
2.94% |
| Delta: |
0.31 |
| Theta: |
-4.13 |
| Omega: |
65.57 |
| Rho: |
0.50 |
Quote data
| Open: |
0.270 |
| High: |
0.440 |
| Low: |
0.270 |
| Previous Close: |
0.430 |
| Turnover: |
435 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+79.17% |
| 1 Month |
|
|
-64.75% |
| 3 Months |
|
|
- |
| YTD |
|
|
+168.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.110 |
| 1M High / 1M Low: |
1.220 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
0.430 |
| Low (YTD): |
1/6/2025 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.270 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.440 |
| Avg. volume 1M: |
|
27.778 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
829.26% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |