Goldman Sachs Call 16 DBK 21.02.2025
/ DE000GJ781S1
Goldman Sachs Call 16 DBK 21.02.2.../ DE000GJ781S1 /
1/24/2025 9:03:52 AM |
Chg.+0.20 |
Bid9:25:36 PM |
Ask9:25:36 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.22EUR |
+6.62% |
3.13 Bid Size: 5,000 |
3.28 Ask Size: 5,000 |
DEUTSCHE BANK AG NA ... |
16.00 EUR |
2/21/2025 |
Call |
Master data
WKN: |
GJ781S |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
DEUTSCHE BANK AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
16.00 EUR |
Maturity: |
2/21/2025 |
Issue date: |
11/21/2024 |
Last trading day: |
2/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.09 |
Intrinsic value: |
3.05 |
Implied volatility: |
0.58 |
Historic volatility: |
0.28 |
Parity: |
3.05 |
Time value: |
0.23 |
Break-even: |
19.28 |
Moneyness: |
1.19 |
Premium: |
0.01 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.41 |
Spread %: |
14.29% |
Delta: |
0.88 |
Theta: |
-0.01 |
Omega: |
5.11 |
Rho: |
0.01 |
Quote data
Open: |
3.22 |
High: |
3.22 |
Low: |
3.22 |
Previous Close: |
3.02 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+20.15% |
1 Month |
|
|
+218.81% |
3 Months |
|
|
- |
YTD |
|
|
+192.73% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
3.07 |
2.68 |
1M High / 1M Low: |
3.07 |
1.02 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/22/2025 |
3.07 |
Low (YTD): |
1/2/2025 |
1.12 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.93 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.85 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
146.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |