Goldman Sachs Call 3.5 BP/ 17.01.2025
/ DE000GJ62D54
Goldman Sachs Call 3.5 BP/ 17.01..../ DE000GJ62D54 /
| 1/8/2025 9:21:12 AM |
Chg.+0.080 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.880EUR |
+10.00% |
-
Bid Size: - |
-
Ask Size: - |
BP PLC $0.25 |
3.50 GBP |
1/17/2025 |
Call |
Master data
| WKN: |
GJ62D5 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BP PLC $0.25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
3.50 GBP |
| Maturity: |
1/17/2025 |
| Issue date: |
11/4/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.66 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.88 |
| Intrinsic value: |
0.87 |
| Implied volatility: |
0.86 |
| Historic volatility: |
0.21 |
| Parity: |
0.87 |
| Time value: |
0.03 |
| Break-even: |
5.12 |
| Moneyness: |
1.21 |
| Premium: |
0.01 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
3.45% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
5.26 |
| Rho: |
0.00 |
Quote data
| Open: |
0.880 |
| High: |
0.880 |
| Low: |
0.880 |
| Previous Close: |
0.800 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+95.56% |
| 1 Month |
|
|
+95.56% |
| 3 Months |
|
|
- |
| YTD |
|
|
+95.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.800 |
0.610 |
| 1M High / 1M Low: |
0.800 |
0.390 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.800 |
| Low (YTD): |
1/2/2025 |
0.610 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.713 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.557 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |