Goldman Sachs Call 700 RAA 21.03.2025
/ DE000GG5LGJ9
Goldman Sachs Call 700 RAA 21.03..../ DE000GG5LGJ9 /
| 1/10/2025 7:07:31 PM |
Chg.-0.02 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.32EUR |
-1.49% |
-
Bid Size: - |
-
Ask Size: - |
RATIONAL AG |
700.00 EUR |
3/21/2025 |
Call |
Master data
| WKN: |
GG5LGJ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 EUR |
| Maturity: |
3/21/2025 |
| Issue date: |
3/22/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
1.23 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.26 |
| Parity: |
1.23 |
| Time value: |
0.19 |
| Break-even: |
841.00 |
| Moneyness: |
1.18 |
| Premium: |
0.02 |
| Premium p.a.: |
0.12 |
| Spread abs.: |
0.07 |
| Spread %: |
5.22% |
| Delta: |
0.84 |
| Theta: |
-0.32 |
| Omega: |
4.88 |
| Rho: |
1.05 |
Quote data
| Open: |
1.29 |
| High: |
1.32 |
| Low: |
1.29 |
| Previous Close: |
1.34 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-31.25% |
| 3 Months |
|
|
-39.45% |
| YTD |
|
|
-5.71% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.39 |
1.31 |
| 1M High / 1M Low: |
1.96 |
1.31 |
| 6M High / 6M Low: |
2.55 |
1.22 |
| High (YTD): |
1/2/2025 |
1.41 |
| Low (YTD): |
1/8/2025 |
1.31 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.34 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.55 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.99 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.62% |
| Volatility 6M: |
|
97.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |