Goldman Sachs Call 450 LOM 17.01.2025
/ DE000GP3LJN9
Goldman Sachs Call 450 LOM 17.01..../ DE000GP3LJN9 /
| 1/9/2025 10:18:42 AM |
Chg.- |
Bid5:00:14 PM |
Ask5:00:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.39EUR |
- |
1.96
Bid Size: 10,000 |
2.06
Ask Size: 10,000 |
LOCKHEED MARTIN D... |
450.00 - |
1/17/2025 |
Call |
Master data
| WKN: |
GP3LJN |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
LOCKHEED MARTIN DL 1 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 - |
| Maturity: |
1/17/2025 |
| Issue date: |
5/2/2023 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.75 |
| Intrinsic value: |
0.53 |
| Implied volatility: |
0.90 |
| Historic volatility: |
0.17 |
| Parity: |
0.53 |
| Time value: |
2.01 |
| Break-even: |
475.40 |
| Moneyness: |
1.01 |
| Premium: |
0.04 |
| Premium p.a.: |
8.47 |
| Spread abs.: |
0.10 |
| Spread %: |
4.10% |
| Delta: |
0.56 |
| Theta: |
-1.62 |
| Omega: |
10.11 |
| Rho: |
0.04 |
Quote data
| Open: |
2.39 |
| High: |
2.39 |
| Low: |
2.39 |
| Previous Close: |
1.64 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-29.91% |
| 1 Month |
|
|
-60.50% |
| 3 Months |
|
|
-83.55% |
| YTD |
|
|
-37.43% |
| 1 Year |
|
|
-41.42% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
3.41 |
1.64 |
| 1M High / 1M Low: |
6.33 |
1.64 |
| 6M High / 6M Low: |
15.73 |
1.64 |
| High (YTD): |
1/2/2025 |
3.80 |
| Low (YTD): |
1/8/2025 |
1.64 |
| 52W High: |
10/22/2024 |
15.73 |
| 52W Low: |
1/8/2025 |
1.64 |
| Avg. price 1W: |
|
2.49 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
9.15 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
6.19 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
249.29% |
| Volatility 6M: |
|
150.65% |
| Volatility 1Y: |
|
133.22% |
| Volatility 3Y: |
|
- |