Goldman Sachs Call 12 BOY 21.02.2025
/ DE000GJ77ZW2
Goldman Sachs Call 12 BOY 21.02.2.../ DE000GJ77ZW2 /
1/24/2025 9:03:46 AM |
Chg.+0.018 |
Bid10:40:19 AM |
Ask10:40:19 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.072EUR |
+33.33% |
0.070 Bid Size: 50,000 |
0.080 Ask Size: 50,000 |
BCO BIL.VIZ.ARG.NOM.... |
12.00 EUR |
2/21/2025 |
Call |
Master data
WKN: |
GJ77ZW |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
BCO BIL.VIZ.ARG.NOM.EO-49 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
12.00 EUR |
Maturity: |
2/21/2025 |
Issue date: |
11/21/2024 |
Last trading day: |
2/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
93.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.28 |
Parity: |
-1.37 |
Time value: |
0.11 |
Break-even: |
12.11 |
Moneyness: |
0.89 |
Premium: |
0.14 |
Premium p.a.: |
4.46 |
Spread abs.: |
0.07 |
Spread %: |
178.05% |
Delta: |
0.18 |
Theta: |
-0.01 |
Omega: |
16.38 |
Rho: |
0.00 |
Quote data
Open: |
0.072 |
High: |
0.072 |
Low: |
0.072 |
Previous Close: |
0.054 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+28.57% |
1 Month |
|
|
+148.28% |
3 Months |
|
|
- |
YTD |
|
|
+176.92% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.066 |
0.053 |
1M High / 1M Low: |
0.069 |
0.026 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/16/2025 |
0.069 |
Low (YTD): |
1/2/2025 |
0.026 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.059 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.047 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
247.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |