Goldman Sachs Call 46 RNL 17.01.2025
/ DE000GJ7UET7
Goldman Sachs Call 46 RNL 17.01.2.../ DE000GJ7UET7 /
| 1/9/2025 9:11:56 AM |
Chg.-0.030 |
Bid4:09:16 PM |
Ask4:09:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.160EUR |
-15.79% |
0.120
Bid Size: 50,000 |
0.130
Ask Size: 50,000 |
RENAULT INH. EO... |
46.00 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
GJ7UET |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RENAULT INH. EO 3,81 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
12/4/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
17.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.15 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.77 |
| Historic volatility: |
0.28 |
| Parity: |
0.12 |
| Time value: |
0.16 |
| Break-even: |
48.75 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
3.58 |
| Spread abs.: |
0.10 |
| Spread %: |
57.14% |
| Delta: |
0.61 |
| Theta: |
-0.13 |
| Omega: |
10.46 |
| Rho: |
0.01 |
Quote data
| Open: |
0.160 |
| High: |
0.160 |
| Low: |
0.160 |
| Previous Close: |
0.190 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-36.00% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
-20.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.170 |
| 1M High / 1M Low: |
0.270 |
0.100 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
0.250 |
| Low (YTD): |
1/6/2025 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.196 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.168 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
625.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |