Goldman Sachs Call 140 AIR 21.02.2025
/ DE000GJ77V63
Goldman Sachs Call 140 AIR 21.02..../ DE000GJ77V63 /
| 1/23/2025 5:15:37 PM |
Chg.+0.15 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.69EUR |
+5.91% |
-
Bid Size: - |
-
Ask Size: - |
AIRBUS |
140.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
GJ77V6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
AIRBUS |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
11/21/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
2.51 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.23 |
| Parity: |
2.51 |
| Time value: |
0.34 |
| Break-even: |
168.50 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.30 |
| Spread %: |
11.76% |
| Delta: |
0.83 |
| Theta: |
-0.14 |
| Omega: |
4.83 |
| Rho: |
0.09 |
Quote data
| Open: |
2.60 |
| High: |
2.69 |
| Low: |
2.54 |
| Previous Close: |
2.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+45.41% |
| 1 Month |
|
|
+58.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
+51.12% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.54 |
1.85 |
| 1M High / 1M Low: |
2.54 |
1.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
2.54 |
| Low (YTD): |
1/15/2025 |
1.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.99 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |