Goldman Sachs Call 200 HNR1 21.03.2025
/ DE000GJ1YM81
Goldman Sachs Call 200 HNR1 21.03.../ DE000GJ1YM81 /
| 1/24/2025 4:12:36 PM |
Chg.-0.13 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 6.06EUR |
-2.10% |
-
Bid Size: - |
-
Ask Size: - |
HANNOVER RUECK SE NA... |
200.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
GJ1YM8 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
HANNOVER RUECK SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
8/8/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
3.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
5.86 |
| Intrinsic value: |
5.78 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.20 |
| Parity: |
5.78 |
| Time value: |
0.70 |
| Break-even: |
264.80 |
| Moneyness: |
1.29 |
| Premium: |
0.03 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.20 |
| Spread %: |
3.18% |
| Delta: |
0.85 |
| Theta: |
-0.16 |
| Omega: |
3.40 |
| Rho: |
0.23 |
Quote data
| Open: |
6.15 |
| High: |
6.15 |
| Low: |
5.99 |
| Previous Close: |
6.19 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+8.21% |
| 1 Month |
|
|
+26.51% |
| 3 Months |
|
|
+19.06% |
| YTD |
|
|
+33.77% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
6.19 |
5.56 |
| 1M High / 1M Low: |
6.19 |
4.53 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/23/2025 |
6.19 |
| Low (YTD): |
1/14/2025 |
4.88 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
5.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.39 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.35% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |