Goldman Sachs Call 120 PAYX 21.03.2025
/ DE000GJ15R56
Goldman Sachs Call 120 PAYX 21.03.../ DE000GJ15R56 /
| 1/24/2025 11:00:46 AM |
Chg.-0.05 |
Bid12:15:15 PM |
Ask12:15:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.38EUR |
-2.06% |
2.38
Bid Size: 5,000 |
2.43
Ask Size: 5,000 |
Paychex Inc |
120.00 USD |
3/21/2025 |
Call |
Master data
| WKN: |
GJ15R5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Paychex Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 USD |
| Maturity: |
3/21/2025 |
| Issue date: |
7/23/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.43 |
| Intrinsic value: |
2.38 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.18 |
| Parity: |
2.38 |
| Time value: |
0.08 |
| Break-even: |
139.81 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.07 |
| Spread %: |
2.93% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
5.38 |
| Rho: |
0.17 |
Quote data
| Open: |
2.38 |
| High: |
2.38 |
| Low: |
2.38 |
| Previous Close: |
2.43 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.85% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
+4.85% |
| YTD |
|
|
+10.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.72 |
2.43 |
| 1M High / 1M Low: |
2.72 |
1.66 |
| 6M High / 6M Low: |
2.94 |
1.04 |
| High (YTD): |
1/21/2025 |
2.72 |
| Low (YTD): |
1/7/2025 |
1.66 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.60 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
140.28% |
| Volatility 6M: |
|
108.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |