Goldman Sachs Call 35 ABBN 20.06.2025
/ DE000GQ2UUK4
Goldman Sachs Call 35 ABBN 20.06..../ DE000GQ2UUK4 /
| 2024-06-13 10:24:32 AM |
Chg.+0.71 |
Bid11:33:41 AM |
Ask11:33:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 17.95EUR |
+4.12% |
17.99
Bid Size: 3,000 |
18.09
Ask Size: 3,000 |
ABB LTD N |
35.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
GQ2UUK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-08-24 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
18.18 |
| Intrinsic value: |
16.80 |
| Implied volatility: |
0.22 |
| Historic volatility: |
0.21 |
| Parity: |
16.80 |
| Time value: |
1.43 |
| Break-even: |
54.43 |
| Moneyness: |
1.46 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.30 |
| Spread %: |
1.67% |
| Delta: |
0.97 |
| Theta: |
0.00 |
| Omega: |
2.83 |
| Rho: |
0.34 |
Quote data
| Open: |
17.95 |
| High: |
17.95 |
| Low: |
17.95 |
| Previous Close: |
17.24 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.94% |
| 1 Month |
|
|
+32.86% |
| 3 Months |
|
|
+121.60% |
| YTD |
|
|
+254.74% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
17.27 |
16.58 |
| 1M High / 1M Low: |
17.27 |
13.33 |
| 6M High / 6M Low: |
17.27 |
3.61 |
| High (YTD): |
2024-06-06 |
17.27 |
| Low (YTD): |
2024-01-19 |
3.61 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
16.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
15.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
8.72 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
49.02% |
| Volatility 6M: |
|
77.07% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
