Goldman Sachs Call 25 LXS 21.03.2025
/ DE000GG5LHC2
Goldman Sachs Call 25 LXS 21.03.2.../ DE000GG5LHC2 /
| 2024-08-01 4:20:34 PM |
Chg.-0.020 |
Bid8:10:46 PM |
Ask8:10:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-6.90% |
0.240
Bid Size: 10,000 |
0.290
Ask Size: 10,000 |
LANXESS AG |
25.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
GG5LHC |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
25.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
6.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.28 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.38 |
| Parity: |
-0.08 |
| Time value: |
0.35 |
| Break-even: |
28.47 |
| Moneyness: |
0.97 |
| Premium: |
0.18 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.07 |
| Spread %: |
25.27% |
| Delta: |
0.56 |
| Theta: |
-0.01 |
| Omega: |
3.92 |
| Rho: |
0.06 |
Quote data
| Open: |
0.270 |
| High: |
0.280 |
| Low: |
0.270 |
| Previous Close: |
0.290 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.86% |
| 1 Month |
|
|
+17.39% |
| 3 Months |
|
|
-46.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.350 |
0.290 |
| 1M High / 1M Low: |
0.420 |
0.210 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.318 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.294 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
358.34% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
