Goldman Sachs Call 24 LXS 21.03.2025
/ DE000GJ05LA9
Goldman Sachs Call 24 LXS 21.03.2.../ DE000GJ05LA9 /
| 1/24/2025 5:23:11 PM |
Chg.+0.020 |
Bid7:30:08 PM |
Ask7:30:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.260EUR |
+8.33% |
0.250
Bid Size: 20,000 |
0.320
Ask Size: 20,000 |
LANXESS AG |
24.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
GJ05LA |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
7/3/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.10 |
| Implied volatility: |
0.62 |
| Historic volatility: |
0.39 |
| Parity: |
0.10 |
| Time value: |
0.20 |
| Break-even: |
26.94 |
| Moneyness: |
1.04 |
| Premium: |
0.08 |
| Premium p.a.: |
0.63 |
| Spread abs.: |
0.08 |
| Spread %: |
36.11% |
| Delta: |
0.62 |
| Theta: |
-0.02 |
| Omega: |
5.27 |
| Rho: |
0.02 |
Quote data
| Open: |
0.280 |
| High: |
0.310 |
| Low: |
0.260 |
| Previous Close: |
0.240 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
+44.44% |
| 3 Months |
|
|
-52.73% |
| YTD |
|
|
+44.44% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.200 |
| 1M High / 1M Low: |
0.330 |
0.120 |
| 6M High / 6M Low: |
0.680 |
0.120 |
| High (YTD): |
1/20/2025 |
0.330 |
| Low (YTD): |
1/10/2025 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.193 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.346 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
319.72% |
| Volatility 6M: |
|
222.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |