Goldman Sachs Call 7450 CAC 40 17.01.2025
/ DE000GJ6XMP4
Goldman Sachs Call 7450 CAC 40 17.../ DE000GJ6XMP4 /
1/7/2025 8:18:40 AM |
Chg.- |
Bid7:59:39 AM |
Ask7:59:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.670EUR |
- |
- Bid Size: - |
- Ask Size: - |
- |
7,450.00 EUR |
1/17/2025 |
Call |
Master data
WKN: |
GJ6XMP |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7,450.00 EUR |
Maturity: |
1/17/2025 |
Issue date: |
11/14/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
103.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.64 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.15 |
Historic volatility: |
0.13 |
Parity: |
-0.04 |
Time value: |
0.72 |
Break-even: |
7,522.00 |
Moneyness: |
1.00 |
Premium: |
0.01 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.01 |
Spread %: |
1.41% |
Delta: |
0.51 |
Theta: |
-3.85 |
Omega: |
52.51 |
Rho: |
1.02 |
Quote data
Open: |
0.670 |
High: |
0.670 |
Low: |
0.670 |
Previous Close: |
0.760 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+76.32% |
1 Month |
|
|
-27.17% |
3 Months |
|
|
- |
YTD |
|
|
+76.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.760 |
0.550 |
1M High / 1M Low: |
1.780 |
0.360 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/6/2025 |
0.760 |
Low (YTD): |
1/3/2025 |
0.550 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.640 |
Avg. volume 1W: |
|
500 |
Avg. price 1M: |
|
0.825 |
Avg. volume 1M: |
|
117.647 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
354.54% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |