Goldman Sachs Call 140 ARM 20.06.2025
/ DE000GJ58359
Goldman Sachs Call 140 ARM 20.06..../ DE000GJ58359 /
2024-12-23 9:49:33 AM |
Chg.+0.01 |
Bid12:22:12 PM |
Ask12:22:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.35EUR |
+0.30% |
3.14 Bid Size: 1,000 |
3.29 Ask Size: 1,000 |
ARM Holdings PLC |
140.00 USD |
2025-06-20 |
Call |
Master data
WKN: |
GJ5835 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ARM Holdings PLC |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 USD |
Maturity: |
2025-06-20 |
Issue date: |
2024-10-11 |
Last trading day: |
2025-06-19 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
No |
Gearing: |
35.48 |
Leverage: |
Yes |
Calculated values
Fair value: |
26.91 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.83 |
Parity: |
-7.52 |
Time value: |
3.57 |
Break-even: |
137.76 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.05 |
Spread %: |
1.42% |
Delta: |
0.37 |
Theta: |
-0.02 |
Omega: |
13.28 |
Rho: |
0.21 |
Quote data
Open: |
3.35 |
High: |
3.35 |
Low: |
3.35 |
Previous Close: |
3.34 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-26.70% |
1 Month |
|
|
-3.46% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.57 |
3.34 |
1M High / 1M Low: |
4.59 |
3.34 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.00 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
3.92 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
108.62% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |