Goldman Sachs Call 52 G1A 21.03.2025
/ DE000GJ84YT7
Goldman Sachs Call 52 G1A 21.03.2.../ DE000GJ84YT7 /
1/9/2025 5:23:58 PM |
Chg.- |
Bid10:50:11 AM |
Ask10:50:11 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.090EUR |
- |
0.100 Bid Size: 50,000 |
0.110 Ask Size: 50,000 |
GEA GROUP AG |
52.00 EUR |
3/21/2025 |
Call |
Master data
WKN: |
GJ84YT |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
52.00 EUR |
Maturity: |
3/21/2025 |
Issue date: |
12/11/2024 |
Last trading day: |
3/20/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
33.79 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.29 |
Historic volatility: |
0.18 |
Parity: |
-0.30 |
Time value: |
0.15 |
Break-even: |
53.45 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.06 |
Spread %: |
72.62% |
Delta: |
0.36 |
Theta: |
-0.02 |
Omega: |
12.21 |
Rho: |
0.03 |
Quote data
Open: |
0.090 |
High: |
0.090 |
Low: |
0.090 |
Previous Close: |
0.080 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+12.50% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
+12.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.090 |
0.080 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/9/2025 |
0.090 |
Low (YTD): |
1/8/2025 |
0.080 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.083 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |