Goldman Sachs Call 700 BLK 21.03.2025
/ DE000GG8Z7K5
Goldman Sachs Call 700 BLK 21.03..../ DE000GG8Z7K5 /
| 2024-12-23 9:21:36 AM |
Chg.+0.22 |
Bid7:11:46 PM |
Ask7:11:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.30EUR |
+7.14% |
3.33
Bid Size: 30,000 |
3.34
Ask Size: 30,000 |
BlackRock Inc |
700.00 USD |
2025-03-21 |
Call |
Master data
| WKN: |
GG8Z7K |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BlackRock Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 USD |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-06-03 |
| Last trading day: |
2025-03-20 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.20 |
| Intrinsic value: |
3.15 |
| Implied volatility: |
0.56 |
| Historic volatility: |
0.17 |
| Parity: |
3.15 |
| Time value: |
0.12 |
| Break-even: |
997.93 |
| Moneyness: |
1.47 |
| Premium: |
0.01 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.02 |
| Spread %: |
0.62% |
| Delta: |
0.94 |
| Theta: |
-0.22 |
| Omega: |
2.84 |
| Rho: |
1.45 |
Quote data
| Open: |
3.30 |
| High: |
3.30 |
| Low: |
3.30 |
| Previous Close: |
3.08 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.71% |
| 1 Month |
|
|
+1.54% |
| 3 Months |
|
|
+50.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.58 |
3.08 |
| 1M High / 1M Low: |
3.66 |
3.08 |
| 6M High / 6M Low: |
3.66 |
1.15 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.38 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.28 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.71% |
| Volatility 6M: |
|
66.28% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
