Goldman Sachs Call 600 RHM 21.02.2025
/ DE000GJ780E3
Goldman Sachs Call 600 RHM 21.02..../ DE000GJ780E3 /
| 1/22/2025 4:29:51 PM |
Chg.+2.12 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.66EUR |
+20.11% |
-
Bid Size: - |
-
Ask Size: - |
RHEINMETALL AG |
600.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
GJ780E |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RHEINMETALL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
600.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
11/21/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.26 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.79 |
| Intrinsic value: |
10.54 |
| Implied volatility: |
0.50 |
| Historic volatility: |
0.34 |
| Parity: |
10.54 |
| Time value: |
0.72 |
| Break-even: |
712.60 |
| Moneyness: |
1.18 |
| Premium: |
0.01 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
1.31 |
| Spread %: |
13.17% |
| Delta: |
0.89 |
| Theta: |
-0.36 |
| Omega: |
5.56 |
| Rho: |
0.42 |
Quote data
| Open: |
11.77 |
| High: |
12.66 |
| Low: |
11.77 |
| Previous Close: |
10.54 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+41.14% |
| 1 Month |
|
|
+156.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
+183.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
12.66 |
8.97 |
| 1M High / 1M Low: |
12.66 |
3.65 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
12.66 |
| Low (YTD): |
1/6/2025 |
3.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
10.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
181.17% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |