Goldman Sachs Call 95 SNW 17.01.2025
/ DE000GJ6AWB1
Goldman Sachs Call 95 SNW 17.01.2.../ DE000GJ6AWB1 /
| 1/9/2025 10:27:45 AM |
Chg.- |
Bid12:23:25 PM |
Ask12:23:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
- |
0.210
Bid Size: 50,000 |
0.220
Ask Size: 50,000 |
SANOFI SA INHABER ... |
95.00 EUR |
1/17/2025 |
Call |
Master data
| WKN: |
GJ6AWB |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SANOFI SA INHABER EO 2 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
95.00 EUR |
| Maturity: |
1/17/2025 |
| Issue date: |
10/28/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
26.03 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.13 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.18 |
| Parity: |
0.13 |
| Time value: |
0.24 |
| Break-even: |
98.70 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
2.61 |
| Spread abs.: |
0.19 |
| Spread %: |
106.70% |
| Delta: |
0.59 |
| Theta: |
-0.21 |
| Omega: |
15.28 |
| Rho: |
0.01 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.210 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+58.33% |
| 1 Month |
|
|
+58.33% |
| 3 Months |
|
|
- |
| YTD |
|
|
+58.33% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.210 |
0.087 |
| 1M High / 1M Low: |
0.210 |
0.045 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
0.210 |
| Low (YTD): |
1/6/2025 |
0.087 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.153 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.103 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
511.12% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |