Goldman Sachs Call 280 ALV 17.01.2025
/ DE000GJ64P90
Goldman Sachs Call 280 ALV 17.01..../ DE000GJ64P90 /
| 1/9/2025 9:06:39 AM |
Chg.-0.09 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
-4.25% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
280.00 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
GJ64P9 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
11/5/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
12.67 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.18 |
| Intrinsic value: |
2.16 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.15 |
| Parity: |
2.16 |
| Time value: |
0.22 |
| Break-even: |
303.80 |
| Moneyness: |
1.08 |
| Premium: |
0.01 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.28 |
| Spread %: |
13.33% |
| Delta: |
0.84 |
| Theta: |
-0.37 |
| Omega: |
10.66 |
| Rho: |
0.05 |
Quote data
| Open: |
2.03 |
| High: |
2.03 |
| Low: |
2.03 |
| Previous Close: |
2.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.02% |
| 1 Month |
|
|
-15.42% |
| 3 Months |
|
|
- |
| YTD |
|
|
+26.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.12 |
1.59 |
| 1M High / 1M Low: |
2.41 |
1.49 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
2.12 |
| Low (YTD): |
1/6/2025 |
1.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.79 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.98 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
157.19% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |