Goldman Sachs Call 700 RAA 20.06.2025
/ DE000GG01N67
Goldman Sachs Call 700 RAA 20.06..../ DE000GG01N67 /
| 1/24/2025 6:15:33 PM |
Chg.+0.05 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.76EUR |
+2.92% |
-
Bid Size: - |
-
Ask Size: - |
RATIONAL AG |
700.00 EUR |
6/20/2025 |
Call |
Master data
| WKN: |
GG01N6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 EUR |
| Maturity: |
6/20/2025 |
| Issue date: |
11/23/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.25 |
| Parity: |
1.54 |
| Time value: |
0.28 |
| Break-even: |
882.00 |
| Moneyness: |
1.22 |
| Premium: |
0.03 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.11 |
| Spread %: |
6.43% |
| Delta: |
0.84 |
| Theta: |
-0.22 |
| Omega: |
3.92 |
| Rho: |
2.13 |
Quote data
| Open: |
1.74 |
| High: |
1.76 |
| Low: |
1.74 |
| Previous Close: |
1.71 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.55% |
| 1 Month |
|
|
+7.98% |
| 3 Months |
|
|
-33.08% |
| YTD |
|
|
+6.67% |
| 1 Year |
|
|
+24.82% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.76 |
1.51 |
| 1M High / 1M Low: |
1.76 |
1.32 |
| 6M High / 6M Low: |
2.72 |
1.32 |
| High (YTD): |
1/24/2025 |
1.76 |
| Low (YTD): |
1/13/2025 |
1.32 |
| 52W High: |
10/28/2024 |
2.72 |
| 52W Low: |
3/6/2024 |
1.26 |
| Avg. price 1W: |
|
1.66 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.57 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.16 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.92 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
76.63% |
| Volatility 6M: |
|
84.76% |
| Volatility 1Y: |
|
86.52% |
| Volatility 3Y: |
|
- |