Goldman Sachs Call 45 G1A 21.02.2025
/ DE000GJ7MUY0
Goldman Sachs Call 45 G1A 21.02.2.../ DE000GJ7MUY0 /
| 1/10/2025 3:15:46 PM |
Chg.+0.010 |
Bid3:26:55 PM |
Ask3:26:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+2.13% |
0.480
Bid Size: 50,000 |
0.490
Ask Size: 50,000 |
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: |
9.42 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.18 |
| Parity: |
0.40 |
| Time value: |
0.12 |
| Break-even: |
50.20 |
| Moneyness: |
1.09 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.05 |
| Spread %: |
10.64% |
| Delta: |
0.76 |
| Theta: |
-0.03 |
| Omega: |
7.15 |
| Rho: |
0.04 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.470 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+11.63% |
| 3 Months |
|
|
- |
| YTD |
|
|
+17.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.470 |
0.400 |
| 1M High / 1M Low: |
0.540 |
0.400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.470 |
| Low (YTD): |
1/3/2025 |
0.400 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.430 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.444 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.02% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |