Goldman Sachs Call 145 JNJ 21.02.2025
/ DE000GJ832S2
Goldman Sachs Call 145 JNJ 21.02..../ DE000GJ832S2 /
| 1/10/2025 7:15:40 PM |
Chg.+0.010 |
Bid8:44:08 PM |
Ask8:44:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+3.45% |
0.290
Bid Size: 50,000 |
0.300
Ask Size: 50,000 |
Johnson and Johnson |
145.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
GJ832S |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Johnson and Johnson |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/10/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
38.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.15 |
| Parity: |
-0.27 |
| Time value: |
0.36 |
| Break-even: |
144.38 |
| Moneyness: |
0.98 |
| Premium: |
0.04 |
| Premium p.a.: |
0.47 |
| Spread abs.: |
0.07 |
| Spread %: |
24.48% |
| Delta: |
0.44 |
| Theta: |
-0.06 |
| Omega: |
17.09 |
| Rho: |
0.07 |
Quote data
| Open: |
0.260 |
| High: |
0.300 |
| Low: |
0.260 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.00% |
| 1 Month |
|
|
-63.86% |
| 3 Months |
|
|
- |
| YTD |
|
|
-37.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.290 |
| 1M High / 1M Low: |
0.830 |
0.290 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
0.480 |
| Low (YTD): |
1/9/2025 |
0.290 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.378 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.526 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |