Goldman Sachs Call 20 CBK 21.03.2025
/ DE000GJ4JPN6
Goldman Sachs Call 20 CBK 21.03.2.../ DE000GJ4JPN6 /
1/24/2025 9:48:28 AM |
Chg.+0.040 |
Bid10:04:43 AM |
Ask10:04:43 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+36.36% |
0.140 Bid Size: 20,000 |
0.150 Ask Size: 20,000 |
COMMERZBANK AG |
20.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
GJ4JPN |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
COMMERZBANK AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
20.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
9/30/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
61.47 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.31 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.31 |
Historic volatility: |
0.32 |
Parity: |
-1.87 |
Time value: |
0.30 |
Break-even: |
20.30 |
Moneyness: |
0.91 |
Premium: |
0.12 |
Premium p.a.: |
1.08 |
Spread abs.: |
0.19 |
Spread %: |
168.18% |
Delta: |
0.24 |
Theta: |
-0.01 |
Omega: |
14.76 |
Rho: |
0.01 |
Quote data
Open: |
0.150 |
High: |
0.150 |
Low: |
0.150 |
Previous Close: |
0.110 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+105.48% |
1 Month |
|
|
+552.17% |
3 Months |
|
|
+50.00% |
YTD |
|
|
+500.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.073 |
1M High / 1M Low: |
0.130 |
0.022 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/21/2025 |
0.130 |
Low (YTD): |
1/3/2025 |
0.022 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.111 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.061 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
334.01% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |