Goldman Sachs Call 45 G1A 17.01.2025
/ DE000GJ6B4B5
Goldman Sachs Call 45 G1A 17.01.2.../ DE000GJ6B4B5 /
2024-12-23 6:14:33 PM |
Chg.0.000 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.380EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
GEA GROUP AG |
45.00 EUR |
2025-01-17 |
Call |
Master data
WKN: |
GJ6B4B |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
GEA GROUP AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 EUR |
Maturity: |
2025-01-17 |
Issue date: |
2024-10-28 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
11.06 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.32 |
Implied volatility: |
0.49 |
Historic volatility: |
0.18 |
Parity: |
0.32 |
Time value: |
0.11 |
Break-even: |
49.36 |
Moneyness: |
1.07 |
Premium: |
0.02 |
Premium p.a.: |
0.43 |
Spread abs.: |
0.05 |
Spread %: |
12.95% |
Delta: |
0.73 |
Theta: |
-0.04 |
Omega: |
8.11 |
Rho: |
0.02 |
Quote data
Open: |
0.370 |
High: |
0.380 |
Low: |
0.370 |
Previous Close: |
0.380 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.56% |
1 Month |
|
|
+18.75% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.450 |
0.360 |
1M High / 1M Low: |
0.500 |
0.230 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.392 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.365 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
218.98% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |