Goldman Sachs Call 20 ZAL 19.12.2025
/ DE000GG1NEB6
Goldman Sachs Call 20 ZAL 19.12.2.../ DE000GG1NEB6 /
| 21/05/2024 11:22:48 |
Chg.- |
Bid09:26:32 |
Ask09:26:32 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.810EUR |
- |
0.800
Bid Size: 20,000 |
0.830
Ask Size: 20,000 |
ZALANDO SE |
20.00 EUR |
19/12/2025 |
Call |
Master data
| WKN: |
GG1NEB |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ZALANDO SE |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 EUR |
| Maturity: |
19/12/2025 |
| Issue date: |
03/01/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
2.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.49 |
| Parity: |
0.40 |
| Time value: |
0.51 |
| Break-even: |
29.10 |
| Moneyness: |
1.20 |
| Premium: |
0.21 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.10 |
| Spread %: |
12.35% |
| Delta: |
0.76 |
| Theta: |
-0.01 |
| Omega: |
1.99 |
| Rho: |
0.14 |
Quote data
| Open: |
0.810 |
| High: |
0.810 |
| Low: |
0.810 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.95% |
| 1 Month |
|
|
-19.00% |
| 3 Months |
|
|
+65.31% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.910 |
0.810 |
| 1M High / 1M Low: |
1.030 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.850 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.888 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
115.37% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
