Goldman Sachs Call 25 ABBN 20.06.2025
/ DE000GQ7Y125
Goldman Sachs Call 25 ABBN 20.06..../ DE000GQ7Y125 /
2024-06-12 10:35:19 AM |
Chg.+0.30 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
27.13EUR |
+1.12% |
- Bid Size: - |
- Ask Size: - |
ABB LTD N |
25.00 CHF |
2025-06-20 |
Call |
Master data
WKN: |
GQ7Y12 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
ABB LTD N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 CHF |
Maturity: |
2025-06-20 |
Issue date: |
2023-10-25 |
Last trading day: |
2025-06-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
1.91 |
Leverage: |
Yes |
Calculated values
Fair value: |
26.60 |
Intrinsic value: |
25.65 |
Implied volatility: |
0.45 |
Historic volatility: |
0.21 |
Parity: |
25.65 |
Time value: |
1.34 |
Break-even: |
52.92 |
Moneyness: |
1.99 |
Premium: |
0.03 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.50 |
Spread %: |
1.89% |
Delta: |
0.96 |
Theta: |
0.00 |
Omega: |
1.84 |
Rho: |
0.23 |
Quote data
Open: |
27.13 |
High: |
27.13 |
Low: |
27.13 |
Previous Close: |
26.83 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.22% |
1 Month |
|
|
+17.34% |
3 Months |
|
|
+56.19% |
YTD |
|
|
+103.07% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
27.13 |
26.58 |
1M High / 1M Low: |
27.13 |
22.99 |
6M High / 6M Low: |
27.13 |
11.11 |
High (YTD): |
2024-06-12 |
27.13 |
Low (YTD): |
2024-01-19 |
11.11 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
26.85 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
25.05 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
17.65 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
29.37% |
Volatility 6M: |
|
42.59% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |