Goldman Sachs Call 92 SNW 17.01.2025
/ DE000GJ7Q203
Goldman Sachs Call 92 SNW 17.01.2.../ DE000GJ7Q203 /
| 1/9/2025 10:46:23 AM |
Chg.-0.010 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-2.27% |
-
Bid Size: - |
-
Ask Size: - |
SANOFI SA INHABER ... |
92.00 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
GJ7Q20 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
92.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
12/2/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
16.27 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.37 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.18 |
| Parity: |
0.37 |
| Time value: |
0.22 |
| Break-even: |
97.88 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
1.83 |
| Spread abs.: |
0.15 |
| Spread %: |
34.25% |
| Delta: |
0.67 |
| Theta: |
-0.22 |
| Omega: |
10.95 |
| Rho: |
0.01 |
Quote data
| Open: |
0.430 |
| High: |
0.430 |
| Low: |
0.430 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+72.00% |
| 1 Month |
|
|
+59.26% |
| 3 Months |
|
|
- |
| YTD |
|
|
+48.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.440 |
0.240 |
| 1M High / 1M Low: |
0.440 |
0.090 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
0.440 |
| Low (YTD): |
1/6/2025 |
0.240 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.322 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.230 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
591.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |