Goldman Sachs Call 22 LXS 21.03.2025
/ DE000GQ9S5L4
Goldman Sachs Call 22 LXS 21.03.2.../ DE000GQ9S5L4 /
| 1/24/2025 6:20:13 PM |
Chg.+0.040 |
Bid7:30:07 PM |
Ask7:30:07 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.400EUR |
+11.11% |
0.400
Bid Size: 20,000 |
0.500
Ask Size: 20,000 |
LANXESS AG |
22.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
GQ9S5L |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/28/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.79 |
| Historic volatility: |
0.39 |
| Parity: |
0.30 |
| Time value: |
0.17 |
| Break-even: |
26.67 |
| Moneyness: |
1.14 |
| Premium: |
0.07 |
| Premium p.a.: |
0.53 |
| Spread abs.: |
0.11 |
| Spread %: |
30.81% |
| Delta: |
0.72 |
| Theta: |
-0.02 |
| Omega: |
3.85 |
| Rho: |
0.02 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.400 |
| Previous Close: |
0.360 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+17.65% |
| 1 Month |
|
|
+37.93% |
| 3 Months |
|
|
-46.67% |
| YTD |
|
|
+37.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.340 |
| 1M High / 1M Low: |
0.450 |
0.200 |
| 6M High / 6M Low: |
0.840 |
0.200 |
| High (YTD): |
1/21/2025 |
0.450 |
| Low (YTD): |
1/13/2025 |
0.200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.304 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.475 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
233.17% |
| Volatility 6M: |
|
192.20% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |