Goldman Sachs Call 240 HNR1 21.03.2025
/ DE000GG91T96
Goldman Sachs Call 240 HNR1 21.03.../ DE000GG91T96 /
| 1/9/2025 4:30:27 PM |
Chg.- |
Bid12:34:19 PM |
Ask12:34:19 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
- |
1.98
Bid Size: 10,000 |
2.03
Ask Size: 10,000 |
HANNOVER RUECK SE NA... |
240.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
GG91T9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
HANNOVER RUECK SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
240.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
6/4/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.87 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.19 |
| Parity: |
1.47 |
| Time value: |
0.70 |
| Break-even: |
261.70 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.15 |
| Spread %: |
7.43% |
| Delta: |
0.72 |
| Theta: |
-0.09 |
| Omega: |
8.49 |
| Rho: |
0.31 |
Quote data
| Open: |
1.95 |
| High: |
2.06 |
| Low: |
1.95 |
| Previous Close: |
2.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.33% |
| 1 Month |
|
|
-8.56% |
| 3 Months |
|
|
-28.01% |
| YTD |
|
|
+70.59% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.05 |
1.70 |
| 1M High / 1M Low: |
2.28 |
1.19 |
| 6M High / 6M Low: |
3.25 |
0.74 |
| High (YTD): |
1/8/2025 |
2.05 |
| Low (YTD): |
1/2/2025 |
1.41 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.90 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.79 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.03 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.05% |
| Volatility 6M: |
|
165.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |