Goldman Sachs Call 240 AMGN 17.01.2025
/ DE000GG7AG04
Goldman Sachs Call 240 AMGN 17.01.../ DE000GG7AG04 /
| 1/9/2025 10:53:57 AM |
Chg.- |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.39EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Amgen Inc |
240.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
GG7AG0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Amgen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
4/23/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
10.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.36 |
| Intrinsic value: |
2.35 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.24 |
| Parity: |
2.35 |
| Time value: |
0.10 |
| Break-even: |
257.21 |
| Moneyness: |
1.10 |
| Premium: |
0.00 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.10 |
| Spread %: |
4.26% |
| Delta: |
0.91 |
| Theta: |
-0.22 |
| Omega: |
9.47 |
| Rho: |
0.05 |
Quote data
| Open: |
2.39 |
| High: |
2.39 |
| Low: |
2.39 |
| Previous Close: |
2.24 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.81% |
| 1 Month |
|
|
-35.75% |
| 3 Months |
|
|
-69.24% |
| YTD |
|
|
+3.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.39 |
1.89 |
| 1M High / 1M Low: |
3.72 |
1.89 |
| 6M High / 6M Low: |
9.54 |
1.89 |
| High (YTD): |
1/9/2025 |
2.39 |
| Low (YTD): |
1/7/2025 |
1.89 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.16 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.68 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.91 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
321.94% |
| Volatility 6M: |
|
155.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |