Goldman Sachs Call 140 CGM 21.02.2025
/ DE000GJ7PWQ5
Goldman Sachs Call 140 CGM 21.02..../ DE000GJ7PWQ5 /
| 10/01/2025 18:07:26 |
Chg.-0.20 |
Bid18:40:40 |
Ask18:40:40 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
-9.62% |
1.91
Bid Size: 3,000 |
2.61
Ask Size: 3,000 |
CAPGEMINI SE INH. EO... |
140.00 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
GJ7PWQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
02/12/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
1.70 |
| Implied volatility: |
0.80 |
| Historic volatility: |
0.24 |
| Parity: |
1.70 |
| Time value: |
0.92 |
| Break-even: |
166.10 |
| Moneyness: |
1.12 |
| Premium: |
0.06 |
| Premium p.a.: |
0.64 |
| Spread abs.: |
0.70 |
| Spread %: |
36.65% |
| Delta: |
0.72 |
| Theta: |
-0.18 |
| Omega: |
4.30 |
| Rho: |
0.10 |
Quote data
| Open: |
1.88 |
| High: |
1.88 |
| Low: |
1.88 |
| Previous Close: |
2.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.00% |
| 1 Month |
|
|
-23.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
-10.90% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.33 |
2.00 |
| 1M High / 1M Low: |
2.45 |
1.70 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
08/01/2025 |
2.33 |
| Low (YTD): |
03/01/2025 |
2.00 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.17 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.11 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
107.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |