Goldman Sachs Call 6400 PX1 21.03.2025
/ DE000GP22F04
Goldman Sachs Call 6400 PX1 21.03.../ DE000GP22F04 /
| 1/8/2025 8:49:01 AM |
Chg.+0.40 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 11.36EUR |
+3.65% |
-
Bid Size: - |
-
Ask Size: - |
CAC 40 |
6,400.00 - |
3/21/2025 |
Call |
Master data
| WKN: |
GP22F0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
CAC 40 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
6,400.00 - |
| Maturity: |
3/21/2025 |
| Issue date: |
4/3/2023 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
6.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
11.25 |
| Intrinsic value: |
10.89 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.13 |
| Parity: |
10.89 |
| Time value: |
0.48 |
| Break-even: |
7,537.20 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.01 |
| Spread %: |
0.09% |
| Delta: |
0.96 |
| Theta: |
-0.90 |
| Omega: |
6.32 |
| Rho: |
11.93 |
Quote data
| Open: |
11.36 |
| High: |
11.36 |
| Low: |
11.36 |
| Previous Close: |
10.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.70% |
| 1 Month |
|
|
+10.18% |
| 3 Months |
|
|
-9.70% |
| YTD |
|
|
+12.70% |
| 1 Year |
|
|
-11.39% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
10.96 |
10.09 |
| 1M High / 1M Low: |
11.59 |
9.48 |
| 6M High / 6M Low: |
14.89 |
8.53 |
| High (YTD): |
1/7/2025 |
10.96 |
| Low (YTD): |
1/6/2025 |
10.09 |
| 52W High: |
5/15/2024 |
20.11 |
| 52W Low: |
12/2/2024 |
8.53 |
| Avg. price 1W: |
|
10.55 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
10.50 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
11.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
14.20 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
67.57% |
| Volatility 6M: |
|
75.00% |
| Volatility 1Y: |
|
64.58% |
| Volatility 3Y: |
|
- |