Goldman Sachs Call 260 CMI 17.01.2025
/ DE000GG7R0U0
Goldman Sachs Call 260 CMI 17.01..../ DE000GG7R0U0 /
| 15/01/2025 09:20:32 |
Chg.-0.13 |
Bid12:54:01 |
Ask12:54:01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 10.19EUR |
-1.26% |
10.32
Bid Size: 500 |
11.32
Ask Size: 500 |
Cummins Inc |
260.00 USD |
17/01/2025 |
Call |
Master data
| WKN: |
GG7R0U |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Cummins Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
260.00 USD |
| Maturity: |
17/01/2025 |
| Issue date: |
08/05/2024 |
| Last trading day: |
16/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
10.12 |
| Intrinsic value: |
10.12 |
| Implied volatility: |
3.90 |
| Historic volatility: |
0.23 |
| Parity: |
10.12 |
| Time value: |
0.51 |
| Break-even: |
358.57 |
| Moneyness: |
1.40 |
| Premium: |
0.01 |
| Premium p.a.: |
13.01 |
| Spread abs.: |
0.50 |
| Spread %: |
4.94% |
| Delta: |
0.91 |
| Theta: |
-4.31 |
| Omega: |
3.01 |
| Rho: |
0.01 |
Quote data
| Open: |
10.19 |
| High: |
10.19 |
| Low: |
10.19 |
| Previous Close: |
10.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.35% |
| 1 Month |
|
|
-5.74% |
| 3 Months |
|
|
+36.41% |
| YTD |
|
|
+18.21% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
10.32 |
9.40 |
| 1M High / 1M Low: |
10.57 |
8.62 |
| 6M High / 6M Low: |
11.97 |
3.26 |
| High (YTD): |
14/01/2025 |
10.32 |
| Low (YTD): |
03/01/2025 |
8.70 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
9.44 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.95 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
68.93% |
| Volatility 6M: |
|
113.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
