Goldman Sachs Call 160 CFR 21.02.2025
/ DE000GJ7S6H7
Goldman Sachs Call 160 CFR 21.02..../ DE000GJ7S6H7 /
1/24/2025 10:53:43 AM |
Chg.+0.51 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.68EUR |
+43.59% |
- Bid Size: - |
- Ask Size: - |
RICHEMONT N |
160.00 CHF |
2/21/2025 |
Call |
Master data
WKN: |
GJ7S6H |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
RICHEMONT N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
160.00 CHF |
Maturity: |
2/21/2025 |
Issue date: |
12/3/2024 |
Last trading day: |
2/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.65 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.30 |
Intrinsic value: |
1.04 |
Implied volatility: |
0.40 |
Historic volatility: |
0.32 |
Parity: |
1.04 |
Time value: |
0.38 |
Break-even: |
183.49 |
Moneyness: |
1.06 |
Premium: |
0.02 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.07 |
Spread %: |
5.19% |
Delta: |
0.73 |
Theta: |
-0.13 |
Omega: |
9.25 |
Rho: |
0.09 |
Quote data
Open: |
1.68 |
High: |
1.68 |
Low: |
1.68 |
Previous Close: |
1.17 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+88.76% |
1 Month |
|
|
+1580.00% |
3 Months |
|
|
- |
YTD |
|
|
+1580.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
1.68 |
0.83 |
1M High / 1M Low: |
1.68 |
0.09 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/24/2025 |
1.68 |
Low (YTD): |
1/13/2025 |
0.09 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.13 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
0.47 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
2,084.43% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |