Goldman Sachs Call 300 ALV 21.02.2025
/ DE000GJ78464
Goldman Sachs Call 300 ALV 21.02..../ DE000GJ78464 /
| 1/23/2025 9:04:04 AM |
Chg.+0.12 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.04EUR |
+13.04% |
-
Bid Size: - |
-
Ask Size: - |
ALLIANZ SE NA O.N. |
300.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
GJ7846 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ALLIANZ SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
300.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
11/21/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.94 |
| Intrinsic value: |
0.65 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.15 |
| Parity: |
0.65 |
| Time value: |
0.50 |
| Break-even: |
311.50 |
| Moneyness: |
1.02 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.10 |
| Spread %: |
9.52% |
| Delta: |
0.66 |
| Theta: |
-0.13 |
| Omega: |
17.64 |
| Rho: |
0.15 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.04 |
| Previous Close: |
0.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+44.44% |
| 1 Month |
|
|
+82.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
+103.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.060 |
0.720 |
| 1M High / 1M Low: |
1.060 |
0.420 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/20/2025 |
1.060 |
| Low (YTD): |
1/14/2025 |
0.420 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.944 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.667 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
311.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |