Goldman Sachs Call 130 CFR 21.02.2025
/ DE000GJ7UCY1
Goldman Sachs Call 130 CFR 21.02..../ DE000GJ7UCY1 /
| 1/9/2025 9:11:51 AM |
Chg.-0.06 |
Bid4:49:39 PM |
Ask4:49:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.30EUR |
-4.41% |
1.33
Bid Size: 30,000 |
1.35
Ask Size: 30,000 |
RICHEMONT N |
130.00 CHF |
2/21/2025 |
Call |
Master data
| WKN: |
GJ7UCY |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 CHF |
| Maturity: |
2/21/2025 |
| Issue date: |
12/4/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.38 |
| Intrinsic value: |
1.15 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.30 |
| Parity: |
1.15 |
| Time value: |
0.37 |
| Break-even: |
153.46 |
| Moneyness: |
1.08 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.05 |
| Spread %: |
3.40% |
| Delta: |
0.75 |
| Theta: |
-0.08 |
| Omega: |
7.42 |
| Rho: |
0.11 |
Quote data
| Open: |
1.30 |
| High: |
1.30 |
| Low: |
1.30 |
| Previous Close: |
1.36 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.04% |
| 1 Month |
|
|
+26.21% |
| 3 Months |
|
|
- |
| YTD |
|
|
+13.04% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.36 |
1.02 |
| 1M High / 1M Low: |
1.36 |
0.86 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
1.36 |
| Low (YTD): |
1/3/2025 |
1.02 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
154.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |