Goldman Sachs Call 135 PAYX 21.02.2025
/ DE000GJ87176
Goldman Sachs Call 135 PAYX 21.02.../ DE000GJ87176 /
| 1/24/2025 10:14:21 AM |
Chg.-0.010 |
Bid3:27:42 PM |
Ask3:27:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.980EUR |
-1.01% |
0.940
Bid Size: 5,000 |
0.990
Ask Size: 5,000 |
Paychex Inc |
135.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
GJ8717 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Paychex Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/12/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.61 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.94 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.18 |
| Parity: |
0.94 |
| Time value: |
0.37 |
| Break-even: |
142.71 |
| Moneyness: |
1.07 |
| Premium: |
0.03 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.10 |
| Spread %: |
8.26% |
| Delta: |
0.72 |
| Theta: |
-0.12 |
| Omega: |
7.68 |
| Rho: |
0.07 |
Quote data
| Open: |
0.980 |
| High: |
0.980 |
| Low: |
0.980 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.32% |
| 1 Month |
|
|
+27.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
+19.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.330 |
0.990 |
| 1M High / 1M Low: |
1.330 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/17/2025 |
1.330 |
| Low (YTD): |
1/7/2025 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.852 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
329.71% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |