Goldman Sachs Call 45 G1A 21.02.2025
/ DE000GJ7MUY0
Goldman Sachs Call 45 G1A 21.02.2.../ DE000GJ7MUY0 /
1/24/2025 4:14:47 PM |
Chg.-0.010 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.510EUR |
-1.92% |
- Bid Size: - |
- Ask Size: - |
GEA GROUP AG |
45.00 EUR |
2/21/2025 |
Call |
Master data
WKN: |
GJ7MUY |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 EUR |
Maturity: |
2/21/2025 |
Issue date: |
11/29/2024 |
Last trading day: |
2/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
9.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.47 |
Intrinsic value: |
0.46 |
Implied volatility: |
0.48 |
Historic volatility: |
0.18 |
Parity: |
0.46 |
Time value: |
0.09 |
Break-even: |
50.50 |
Moneyness: |
1.10 |
Premium: |
0.02 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.05 |
Spread %: |
10.00% |
Delta: |
0.79 |
Theta: |
-0.04 |
Omega: |
7.16 |
Rho: |
0.03 |
Quote data
Open: |
0.540 |
High: |
0.550 |
Low: |
0.510 |
Previous Close: |
0.520 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.87% |
1 Month |
|
|
+21.43% |
3 Months |
|
|
- |
YTD |
|
|
+24.39% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.530 |
0.430 |
1M High / 1M Low: |
0.530 |
0.370 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/22/2025 |
0.530 |
Low (YTD): |
1/15/2025 |
0.370 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.490 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.442 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
130.59% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |