Goldman Sachs Call 450 HD 21.03.2025
/ DE000GG5P657
Goldman Sachs Call 450 HD 21.03.2.../ DE000GG5P657 /
| 06/11/2024 14:29:31 |
Chg.-0.010 |
Bid18:27:06 |
Ask18:27:06 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.700EUR |
-1.41% |
0.440
Bid Size: 20,000 |
0.460
Ask Size: 20,000 |
Home Depot Inc |
450.00 USD |
21/03/2025 |
Call |
Master data
| WKN: |
GG5P65 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Home Depot Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
450.00 USD |
| Maturity: |
21/03/2025 |
| Issue date: |
25/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.38 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.18 |
| Parity: |
-4.56 |
| Time value: |
0.82 |
| Break-even: |
419.76 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.11 |
| Spread %: |
15.49% |
| Delta: |
0.26 |
| Theta: |
-0.07 |
| Omega: |
11.79 |
| Rho: |
0.33 |
Quote data
| Open: |
0.900 |
| High: |
0.900 |
| Low: |
0.700 |
| Previous Close: |
0.710 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.64% |
| 1 Month |
|
|
-43.09% |
| 3 Months |
|
|
+42.86% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.710 |
0.570 |
| 1M High / 1M Low: |
1.320 |
0.570 |
| 6M High / 6M Low: |
1.320 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.632 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.955 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.456 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
189.94% |
| Volatility 6M: |
|
232.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
