Goldman Sachs Call 145 ARM 20.06.2025
/ DE000GJ583W3
Goldman Sachs Call 145 ARM 20.06..../ DE000GJ583W3 /
| 2024-12-23 9:49:34 AM |
Chg.0.00 |
Bid4:27:53 PM |
Ask4:27:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.06EUR |
0.00% |
2.70
Bid Size: 5,000 |
2.75
Ask Size: 5,000 |
ARM Holdings PLC |
145.00 USD |
2025-06-20 |
Call |
Master data
| WKN: |
GJ583W |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ARM Holdings PLC |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
145.00 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: |
38.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
25.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.83 |
| Parity: |
-12.32 |
| Time value: |
3.27 |
| Break-even: |
142.25 |
| Moneyness: |
0.91 |
| Premium: |
0.12 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.05 |
| Spread %: |
1.55% |
| Delta: |
0.31 |
| Theta: |
-0.02 |
| Omega: |
11.99 |
| Rho: |
0.18 |
Quote data
| Open: |
3.06 |
| High: |
3.06 |
| Low: |
3.06 |
| Previous Close: |
3.06 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-28.50% |
| 1 Month |
|
|
-4.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.28 |
3.06 |
| 1M High / 1M Low: |
4.32 |
3.06 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
