Goldman Sachs Call 18 BAYN 21.02.2025
/ DE000GJ7CWQ3
Goldman Sachs Call 18 BAYN 21.02..../ DE000GJ7CWQ3 /
| 1/9/2025 10:45:18 AM |
Chg.- |
Bid11:24:09 AM |
Ask11:24:09 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
- |
0.270
Bid Size: 200,000 |
0.280
Ask Size: 200,000 |
BAYER AG NA O.N. |
18.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
GJ7CWQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
11/25/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.18 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.33 |
| Parity: |
0.18 |
| Time value: |
0.07 |
| Break-even: |
20.47 |
| Moneyness: |
1.10 |
| Premium: |
0.04 |
| Premium p.a.: |
0.36 |
| Spread abs.: |
0.01 |
| Spread %: |
2.92% |
| Delta: |
0.73 |
| Theta: |
-0.02 |
| Omega: |
5.85 |
| Rho: |
0.01 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.230 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.00% |
| 1 Month |
|
|
-28.13% |
| 3 Months |
|
|
- |
| YTD |
|
|
+15.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.240 |
0.190 |
| 1M High / 1M Low: |
0.320 |
0.170 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.240 |
| Low (YTD): |
1/2/2025 |
0.180 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.218 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.226 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
142.70% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |