Goldman Sachs Call 15 ZAL 20.06.2025
/ DE000GG1ZMR9
Goldman Sachs Call 15 ZAL 20.06.2.../ DE000GG1ZMR9 /
| 08/11/2024 17:19:42 |
Chg.+0.10 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.27EUR |
+8.55% |
-
Bid Size: - |
-
Ask Size: - |
ZALANDO SE |
15.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
GG1ZMR |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
15.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
10/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
1.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.85 |
| Historic volatility: |
0.44 |
| Parity: |
1.22 |
| Time value: |
0.15 |
| Break-even: |
28.70 |
| Moneyness: |
1.81 |
| Premium: |
0.06 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.17 |
| Spread %: |
14.17% |
| Delta: |
0.90 |
| Theta: |
-0.01 |
| Omega: |
1.78 |
| Rho: |
0.07 |
Quote data
| Open: |
1.24 |
| High: |
1.27 |
| Low: |
1.24 |
| Previous Close: |
1.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.22% |
| 1 Month |
|
|
-18.06% |
| 3 Months |
|
|
+42.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.38 |
1.17 |
| 1M High / 1M Low: |
1.64 |
1.17 |
| 6M High / 6M Low: |
1.64 |
0.75 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.10 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
66.97% |
| Volatility 6M: |
|
78.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
