Goldman Sachs Call 40 CMCSA 21.02.2025
/ DE000GJ8SWU9
Goldman Sachs Call 40 CMCSA 21.02.../ DE000GJ8SWU9 /
| 1/24/2025 9:08:52 AM |
Chg.+0.007 |
Bid1:38:01 PM |
Ask1:38:01 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.053EUR |
+15.22% |
0.055
Bid Size: 50,000 |
0.060
Ask Size: 50,000 |
Comcast Corporation |
40.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
GJ8SWU |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Comcast Corporation |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
12/27/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
59.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.23 |
| Parity: |
-0.24 |
| Time value: |
0.06 |
| Break-even: |
39.00 |
| Moneyness: |
0.94 |
| Premium: |
0.08 |
| Premium p.a.: |
1.87 |
| Spread abs.: |
0.01 |
| Spread %: |
17.65% |
| Delta: |
0.28 |
| Theta: |
-0.02 |
| Omega: |
16.87 |
| Rho: |
0.01 |
Quote data
| Open: |
0.053 |
| High: |
0.053 |
| Low: |
0.053 |
| Previous Close: |
0.046 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.45% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-18.46% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.046 |
0.040 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/3/2025 |
0.078 |
| Low (YTD): |
1/21/2025 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |