Goldman Sachs Call 14 AAL 21.02.2025
/ DE000GJ3Q921
Goldman Sachs Call 14 AAL 21.02.2.../ DE000GJ3Q921 /
| 1/23/2025 9:51:20 AM |
Chg.-0.020 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-3.92% |
-
Bid Size: - |
-
Ask Size: - |
American Airlines Gr... |
14.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
GJ3Q92 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
14.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
9/12/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
1.23 |
| Historic volatility: |
0.40 |
| Parity: |
0.45 |
| Time value: |
0.06 |
| Break-even: |
18.56 |
| Moneyness: |
1.33 |
| Premium: |
0.04 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.03 |
| Spread %: |
6.24% |
| Delta: |
0.84 |
| Theta: |
-0.03 |
| Omega: |
2.96 |
| Rho: |
0.01 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.95% |
| 1 Month |
|
|
+44.12% |
| 3 Months |
|
|
+390.00% |
| YTD |
|
|
+25.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.430 |
| 1M High / 1M Low: |
0.510 |
0.340 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
0.510 |
| Low (YTD): |
1/6/2025 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.458 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.411 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
91.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |