Goldman Sachs Call 460 MUV2 21.02.2025
/ DE000GJ7AHL9
Goldman Sachs Call 460 MUV2 21.02.../ DE000GJ7AHL9 /
| 27/12/2024 10:14:33 |
Chg.-0.85 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.71EUR |
-18.64% |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
460.00 EUR |
21/02/2025 |
Call |
Master data
| WKN: |
GJ7AHL |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
460.00 EUR |
| Maturity: |
21/02/2025 |
| Issue date: |
22/11/2024 |
| Last trading day: |
20/02/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
10.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.82 |
| Intrinsic value: |
3.30 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.20 |
| Parity: |
3.30 |
| Time value: |
1.20 |
| Break-even: |
505.00 |
| Moneyness: |
1.07 |
| Premium: |
0.02 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.15 |
| Spread %: |
3.45% |
| Delta: |
0.74 |
| Theta: |
-0.20 |
| Omega: |
8.15 |
| Rho: |
0.48 |
Quote data
| Open: |
3.71 |
| High: |
3.71 |
| Low: |
3.71 |
| Previous Close: |
4.56 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.10% |
| 1 Month |
|
|
-15.10% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.56 |
3.71 |
| 1M High / 1M Low: |
6.87 |
3.71 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
5.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
210.47% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
