Goldman Sachs Call 90 WMT 21.02.2025
/ DE000GJ75L18
Goldman Sachs Call 90 WMT 21.02.2.../ DE000GJ75L18 /
| 1/24/2025 10:52:56 AM |
Chg.+0.040 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.520EUR |
+8.33% |
-
Bid Size: - |
-
Ask Size: - |
Walmart Inc |
90.00 USD |
2/21/2025 |
Call |
Master data
| WKN: |
GJ75L1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
2/21/2025 |
| Issue date: |
11/20/2024 |
| Last trading day: |
2/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.42 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.17 |
| Parity: |
0.37 |
| Time value: |
0.16 |
| Break-even: |
91.70 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.01 |
| Spread %: |
1.93% |
| Delta: |
0.71 |
| Theta: |
-0.05 |
| Omega: |
12.10 |
| Rho: |
0.05 |
Quote data
| Open: |
0.520 |
| High: |
0.520 |
| Low: |
0.520 |
| Previous Close: |
0.480 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.81% |
| 1 Month |
|
|
-3.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
+15.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.500 |
0.410 |
| 1M High / 1M Low: |
0.530 |
0.370 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/10/2025 |
0.530 |
| Low (YTD): |
1/15/2025 |
0.370 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.446 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.441 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.40% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |