Goldman Sachs Call 17 DBK 21.02.2025
/ DE000GJ8QCC3
Goldman Sachs Call 17 DBK 21.02.2.../ DE000GJ8QCC3 /
1/24/2025 10:51:47 AM |
Chg.+0.22 |
Bid11:57:03 AM |
Ask11:57:03 AM |
Underlying |
Strike price |
Expiration date |
Option type |
2.31EUR |
+10.53% |
2.24 Bid Size: 20,000 |
2.26 Ask Size: 20,000 |
DEUTSCHE BANK AG NA ... |
17.00 EUR |
2/21/2025 |
Call |
Master data
WKN: |
GJ8QCC |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
DEUTSCHE BANK AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
17.00 EUR |
Maturity: |
2/21/2025 |
Issue date: |
12/23/2024 |
Last trading day: |
2/20/2025 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
8.14 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.13 |
Intrinsic value: |
2.05 |
Implied volatility: |
0.48 |
Historic volatility: |
0.28 |
Parity: |
2.05 |
Time value: |
0.29 |
Break-even: |
19.34 |
Moneyness: |
1.12 |
Premium: |
0.02 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.39 |
Spread %: |
20.00% |
Delta: |
0.83 |
Theta: |
-0.01 |
Omega: |
6.72 |
Rho: |
0.01 |
Quote data
Open: |
2.31 |
High: |
2.31 |
Low: |
2.31 |
Previous Close: |
2.09 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+35.88% |
1 Month |
|
|
+381.25% |
3 Months |
|
|
- |
YTD |
|
|
+250.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
2.09 |
1.70 |
1M High / 1M Low: |
2.09 |
0.50 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/23/2025 |
2.09 |
Low (YTD): |
1/2/2025 |
0.56 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.95 |
Avg. volume 1W: |
|
160 |
Avg. price 1M: |
|
1.12 |
Avg. volume 1M: |
|
88.89 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
265.60% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |