Goldman Sachs Call 42 FRE 21.02.2025
/ DE000GJ84YY7
Goldman Sachs Call 42 FRE 21.02.2.../ DE000GJ84YY7 /
1/23/2025 9:59:26 AM |
Chg.-0.001 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.021EUR |
-4.55% |
- Bid Size: - |
- Ask Size: - |
FRESENIUS SE+CO.KGAA... |
42.00 EUR |
2/21/2025 |
Call |
Master data
WKN: |
GJ84YY |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
42.00 EUR |
Maturity: |
2/21/2025 |
Issue date: |
12/11/2024 |
Last trading day: |
2/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
70.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.20 |
Parity: |
-0.61 |
Time value: |
0.05 |
Break-even: |
42.51 |
Moneyness: |
0.86 |
Premium: |
0.18 |
Premium p.a.: |
7.36 |
Spread abs.: |
0.03 |
Spread %: |
142.86% |
Delta: |
0.18 |
Theta: |
-0.03 |
Omega: |
12.70 |
Rho: |
0.00 |
Quote data
Open: |
0.021 |
High: |
0.021 |
Low: |
0.021 |
Previous Close: |
0.022 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-4.55% |
1 Month |
|
|
0.00% |
3 Months |
|
|
- |
YTD |
|
|
0.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.023 |
0.022 |
1M High / 1M Low: |
0.023 |
0.021 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/20/2025 |
0.023 |
Low (YTD): |
1/15/2025 |
0.021 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.022 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.021 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
35.58% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |