Goldman Sachs Call 220 CFR 21.03.2025
/ DE000GJ97B89
Goldman Sachs Call 220 CFR 21.03..../ DE000GJ97B89 /
| 1/24/2025 10:06:41 AM |
Chg.+0.013 |
Bid5:30:12 PM |
Ask5:30:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.055EUR |
+30.95% |
0.050
Bid Size: 10,000 |
0.120
Ask Size: 5,000 |
RICHEMONT N |
220.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
GJ97B8 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
1/9/2025 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
157.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.45 |
| Historic volatility: |
0.32 |
| Parity: |
-5.31 |
| Time value: |
0.11 |
| Break-even: |
233.92 |
| Moneyness: |
0.77 |
| Premium: |
0.30 |
| Premium p.a.: |
4.58 |
| Spread abs.: |
0.08 |
| Spread %: |
200.00% |
| Delta: |
0.08 |
| Theta: |
-0.04 |
| Omega: |
13.39 |
| Rho: |
0.02 |
Quote data
| Open: |
0.055 |
| High: |
0.055 |
| Low: |
0.055 |
| Previous Close: |
0.042 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.84% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.051 |
0.042 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.045 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |