Goldman Sachs Call 150 CGM 21.02.2025
/ DE000GJ788Y4
Goldman Sachs Call 150 CGM 21.02..../ DE000GJ788Y4 /
| 1/24/2025 9:05:23 AM |
Chg.+0.23 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.84EUR |
+14.29% |
-
Bid Size: - |
-
Ask Size: - |
CAPGEMINI SE INH. EO... |
150.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
GJ788Y |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CAPGEMINI SE INH. EO 8 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
11/21/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.80 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.23 |
| Parity: |
1.75 |
| Time value: |
0.67 |
| Break-even: |
174.20 |
| Moneyness: |
1.12 |
| Premium: |
0.04 |
| Premium p.a.: |
0.70 |
| Spread abs.: |
0.70 |
| Spread %: |
40.70% |
| Delta: |
0.74 |
| Theta: |
-0.22 |
| Omega: |
5.10 |
| Rho: |
0.07 |
Quote data
| Open: |
1.84 |
| High: |
1.84 |
| Low: |
1.84 |
| Previous Close: |
1.61 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.85% |
| 1 Month |
|
|
+40.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
+42.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.84 |
1.53 |
| 1M High / 1M Low: |
1.84 |
1.17 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/24/2025 |
1.84 |
| Low (YTD): |
1/14/2025 |
1.17 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.40 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.42% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |