Goldman Sachs Call 46 G1A 21.03.2025
/ DE000GJ7N093
Goldman Sachs Call 46 G1A 21.03.2.../ DE000GJ7N093 /
| 1/9/2025 6:20:15 PM |
Chg.- |
Bid10:50:07 AM |
Ask10:50:07 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
- |
0.430
Bid Size: 50,000 |
0.440
Ask Size: 50,000 |
GEA GROUP AG |
46.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
GJ7N09 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
11/29/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.29 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.30 |
| Implied volatility: |
0.34 |
| Historic volatility: |
0.18 |
| Parity: |
0.30 |
| Time value: |
0.18 |
| Break-even: |
50.76 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.05 |
| Spread %: |
11.74% |
| Delta: |
0.70 |
| Theta: |
-0.02 |
| Omega: |
7.23 |
| Rho: |
0.06 |
Quote data
| Open: |
0.410 |
| High: |
0.430 |
| Low: |
0.410 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.44% |
| 1 Month |
|
|
-2.27% |
| 3 Months |
|
|
- |
| YTD |
|
|
+16.22% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.360 |
| 1M High / 1M Low: |
0.530 |
0.360 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.430 |
| Low (YTD): |
1/3/2025 |
0.360 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.388 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.423 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.46% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |