Goldman Sachs Call 15.5 CBK 17.01.2025
/ DE000GJ8QQC3
Goldman Sachs Call 15.5 CBK 17.01.../ DE000GJ8QQC3 /
| 2025-01-15 1:13:48 PM |
Chg.+0.20 |
Bid1:48:13 PM |
Ask1:48:13 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.80EUR |
+12.50% |
1.73
Bid Size: 5,000 |
1.80
Ask Size: 2,000 |
COMMERZBANK AG |
15.50 EUR |
2025-01-17 |
Call |
Master data
| WKN: |
GJ8QQC |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
COMMERZBANK AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.50 EUR |
| Maturity: |
2025-01-17 |
| Issue date: |
2024-12-23 |
| Last trading day: |
2025-01-16 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.58 |
| Intrinsic value: |
1.58 |
| Implied volatility: |
1.94 |
| Historic volatility: |
0.32 |
| Parity: |
1.58 |
| Time value: |
0.35 |
| Break-even: |
17.43 |
| Moneyness: |
1.10 |
| Premium: |
0.02 |
| Premium p.a.: |
39.53 |
| Spread abs.: |
0.66 |
| Spread %: |
51.97% |
| Delta: |
0.77 |
| Theta: |
-0.19 |
| Omega: |
6.84 |
| Rho: |
0.00 |
Quote data
| Open: |
1.81 |
| High: |
1.81 |
| Low: |
1.80 |
| Previous Close: |
1.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+93.55% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
+267.35% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.60 |
0.93 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
2025-01-14 |
1.60 |
| Low (YTD): |
2025-01-02 |
0.38 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
