Goldman Sachs Call 560 MUV2 21.02.2025
/ DE000GJ87317
Goldman Sachs Call 560 MUV2 21.02.../ DE000GJ87317 /
2024-12-27 9:51:25 AM |
Chg.-0.060 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
-35.29% |
- Bid Size: - |
- Ask Size: - |
MUENCH.RUECKVERS.VNA... |
560.00 EUR |
2025-02-21 |
Call |
Master data
WKN: |
GJ8731 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
560.00 EUR |
Maturity: |
2025-02-21 |
Issue date: |
2024-12-12 |
Last trading day: |
2025-02-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
136.89 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.12 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.26 |
Historic volatility: |
0.20 |
Parity: |
-6.31 |
Time value: |
0.36 |
Break-even: |
563.63 |
Moneyness: |
0.89 |
Premium: |
0.13 |
Premium p.a.: |
1.27 |
Spread abs.: |
0.23 |
Spread %: |
177.10% |
Delta: |
0.14 |
Theta: |
-0.11 |
Omega: |
19.73 |
Rho: |
0.10 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.170 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-38.89% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.170 |
0.110 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.140 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |