Goldman Sachs Call 22 LXS 21.02.2025
/ DE000GJ7CSV1
Goldman Sachs Call 22 LXS 21.02.2.../ DE000GJ7CSV1 /
| 1/24/2025 4:16:14 PM |
Chg.+0.010 |
Bid9:00:06 PM |
Ask9:00:06 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
+2.70% |
0.360
Bid Size: 20,000 |
0.460
Ask Size: 20,000 |
LANXESS AG |
22.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
GJ7CSV |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
11/25/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.32 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.39 |
| Parity: |
0.30 |
| Time value: |
0.13 |
| Break-even: |
26.31 |
| Moneyness: |
1.14 |
| Premium: |
0.05 |
| Premium p.a.: |
0.96 |
| Spread abs.: |
0.11 |
| Spread %: |
35.11% |
| Delta: |
0.73 |
| Theta: |
-0.04 |
| Omega: |
4.24 |
| Rho: |
0.01 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.380 |
| Previous Close: |
0.370 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.71% |
| 1 Month |
|
|
+65.22% |
| 3 Months |
|
|
- |
| YTD |
|
|
+52.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.460 |
0.280 |
| 1M High / 1M Low: |
0.460 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
0.460 |
| Low (YTD): |
1/14/2025 |
0.150 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.368 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.262 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
377.79% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |