Goldman Sachs Call 7550 CAC 40 17.01.2025
/ DE000GJ5W007
Goldman Sachs Call 7550 CAC 40 17.../ DE000GJ5W007 /
1/8/2025 8:42:05 AM |
Chg.+0.100 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.430EUR |
+30.30% |
- Bid Size: - |
- Ask Size: - |
- |
7,550.00 EUR |
1/17/2025 |
Call |
Master data
WKN: |
GJ5W00 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
- |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
7,550.00 EUR |
Maturity: |
1/17/2025 |
Issue date: |
10/24/2024 |
Last trading day: |
1/16/2025 |
Ratio: |
100:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
170.21 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.13 |
Parity: |
-0.61 |
Time value: |
0.44 |
Break-even: |
7,594.00 |
Moneyness: |
0.99 |
Premium: |
0.01 |
Premium p.a.: |
0.76 |
Spread abs.: |
0.03 |
Spread %: |
7.32% |
Delta: |
0.38 |
Theta: |
-3.81 |
Omega: |
64.21 |
Rho: |
0.69 |
Quote data
Open: |
0.430 |
High: |
0.430 |
Low: |
0.430 |
Previous Close: |
0.330 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+168.75% |
1 Month |
|
|
-21.82% |
3 Months |
|
|
- |
YTD |
|
|
+168.75% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.110 |
1M High / 1M Low: |
1.220 |
0.110 |
6M High / 6M Low: |
- |
- |
High (YTD): |
1/7/2025 |
0.330 |
Low (YTD): |
1/6/2025 |
0.110 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.230 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.441 |
Avg. volume 1M: |
|
29.412 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
845.55% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |