Goldman Sachs Call 40 LXS 21.03.2025
/ DE000GG5HT46
Goldman Sachs Call 40 LXS 21.03.2.../ DE000GG5HT46 /
| 2024-08-01 6:24:05 PM |
Chg.-0.004 |
Bid2024-08-01 |
Ask2024-08-01 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.016EUR |
-20.00% |
0.016
Bid Size: 10,000 |
0.046
Ask Size: 10,000 |
LANXESS AG |
40.00 EUR |
2025-03-21 |
Call |
Master data
| WKN: |
GG5HT4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
LANXESS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 EUR |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
48.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.38 |
| Parity: |
-1.58 |
| Time value: |
0.05 |
| Break-even: |
40.50 |
| Moneyness: |
0.60 |
| Premium: |
0.67 |
| Premium p.a.: |
1.25 |
| Spread abs.: |
0.03 |
| Spread %: |
150.00% |
| Delta: |
0.13 |
| Theta: |
0.00 |
| Omega: |
6.31 |
| Rho: |
0.02 |
Quote data
| Open: |
0.019 |
| High: |
0.019 |
| Low: |
0.016 |
| Previous Close: |
0.020 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-55.56% |
| 1 Month |
|
|
-27.27% |
| 3 Months |
|
|
-80.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.036 |
0.020 |
| 1M High / 1M Low: |
0.043 |
0.018 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.027 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.028 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
471.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
