Goldman Sachs Call 7600 CAC 40 21.02.2025
/ DE000GJ7ALV0
Goldman Sachs Call 7600 CAC 40 21.../ DE000GJ7ALV0 /
| 1/22/2025 8:43:06 AM |
Chg.+0.17 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.55EUR |
+7.14% |
-
Bid Size: - |
-
Ask Size: - |
- |
7,600.00 EUR |
2/21/2025 |
Call |
Master data
| WKN: |
GJ7ALV |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
7,600.00 EUR |
| Maturity: |
2/21/2025 |
| Issue date: |
11/22/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
100:1 |
| Exercise type: |
European |
| Quanto: |
- |
| Gearing: |
28.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
1.71 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.13 |
| Parity: |
1.71 |
| Time value: |
0.99 |
| Break-even: |
7,869.80 |
| Moneyness: |
1.02 |
| Premium: |
0.01 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.03 |
| Spread %: |
1.12% |
| Delta: |
0.69 |
| Theta: |
-2.74 |
| Omega: |
19.92 |
| Rho: |
4.20 |
Quote data
| Open: |
2.55 |
| High: |
2.55 |
| Low: |
2.55 |
| Previous Close: |
2.38 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+99.22% |
| 1 Month |
|
|
+347.37% |
| 3 Months |
|
|
- |
| YTD |
|
|
+339.66% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.55 |
1.28 |
| 1M High / 1M Low: |
2.55 |
0.52 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
2.55 |
| Low (YTD): |
1/6/2025 |
0.54 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.15 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
373.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |