Goldman Sachs Call 45 G1A 21.03.2025
/ DE000GG5SAH1
Goldman Sachs Call 45 G1A 21.03.2.../ DE000GG5SAH1 /
| 15/11/2024 18:12:14 |
Chg.-0.030 |
Bid22:00:25 |
Ask22:00:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.390EUR |
-7.14% |
-
Bid Size: - |
-
Ask Size: - |
GEA GROUP AG |
45.00 EUR |
21/03/2025 |
Call |
Master data
| WKN: |
GG5SAH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
GEA GROUP AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 EUR |
| Maturity: |
21/03/2025 |
| Issue date: |
26/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.23 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.23 |
| Intrinsic value: |
0.02 |
| Implied volatility: |
0.39 |
| Historic volatility: |
0.19 |
| Parity: |
0.02 |
| Time value: |
0.42 |
| Break-even: |
49.42 |
| Moneyness: |
1.00 |
| Premium: |
0.09 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.03 |
| Spread %: |
7.28% |
| Delta: |
0.57 |
| Theta: |
-0.02 |
| Omega: |
5.85 |
| Rho: |
0.07 |
Quote data
| Open: |
0.400 |
| High: |
0.400 |
| Low: |
0.390 |
| Previous Close: |
0.420 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-18.75% |
| 3 Months |
|
|
+160.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.390 |
| 1M High / 1M Low: |
0.480 |
0.330 |
| 6M High / 6M Low: |
0.540 |
0.110 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.405 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.416 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.229 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.24% |
| Volatility 6M: |
|
145.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
