Goldman Sachs Call 800 RAA 19.09.2025
/ DE000GJ4GSP1
Goldman Sachs Call 800 RAA 19.09..../ DE000GJ4GSP1 /
| 1/10/2025 6:24:20 PM |
Chg.-0.03 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-2.86% |
-
Bid Size: - |
-
Ask Size: - |
RATIONAL AG |
800.00 EUR |
9/19/2025 |
Call |
Master data
| WKN: |
GJ4GSP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RATIONAL AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
800.00 EUR |
| Maturity: |
9/19/2025 |
| Issue date: |
9/27/2024 |
| Last trading day: |
9/18/2025 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.89 |
| Intrinsic value: |
0.23 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.26 |
| Parity: |
0.23 |
| Time value: |
0.97 |
| Break-even: |
919.00 |
| Moneyness: |
1.03 |
| Premium: |
0.12 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.15 |
| Spread %: |
14.42% |
| Delta: |
0.62 |
| Theta: |
-0.22 |
| Omega: |
4.29 |
| Rho: |
2.71 |
Quote data
| Open: |
1.04 |
| High: |
1.04 |
| Low: |
1.02 |
| Previous Close: |
1.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.77% |
| 1 Month |
|
|
-28.67% |
| 3 Months |
|
|
-43.02% |
| YTD |
|
|
-8.93% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.11 |
1.01 |
| 1M High / 1M Low: |
1.50 |
1.01 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/2/2025 |
1.13 |
| Low (YTD): |
1/8/2025 |
1.01 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.06 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |