Goldman Sachs Call 150 CGM 21.03.2025
/ DE000GJ64HL1
Goldman Sachs Call 150 CGM 21.03..../ DE000GJ64HL1 /
| 1/10/2025 7:07:59 PM |
Chg.-0.15 |
Bid7:18:48 PM |
Ask7:18:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.33EUR |
-10.14% |
1.34
Bid Size: 3,000 |
1.84
Ask Size: 3,000 |
CAPGEMINI SE INH. EO... |
150.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
GJ64HL |
| 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: |
3/21/2025 |
| Issue date: |
11/5/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.09 |
| Intrinsic value: |
0.70 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.24 |
| Parity: |
0.70 |
| Time value: |
1.13 |
| Break-even: |
168.20 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.50 |
| Spread %: |
37.88% |
| Delta: |
0.63 |
| Theta: |
-0.10 |
| Omega: |
5.45 |
| Rho: |
0.16 |
Quote data
| Open: |
1.52 |
| High: |
1.52 |
| Low: |
1.33 |
| Previous Close: |
1.48 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.00% |
| 1 Month |
|
|
-28.49% |
| 3 Months |
|
|
- |
| YTD |
|
|
-8.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.64 |
1.40 |
| 1M High / 1M Low: |
1.86 |
1.20 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
1.64 |
| Low (YTD): |
1/3/2025 |
1.40 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.52 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
110.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |