Goldman Sachs Call 35 UTDI 20.06.2025
/ DE000GG0NAN1
Goldman Sachs Call 35 UTDI 20.06..../ DE000GG0NAN1 /
| 11/06/2024 10:07:38 |
Chg.-0.005 |
Bid11:14:45 |
Ask11:14:45 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.058EUR |
-7.94% |
0.057
Bid Size: 10,000 |
0.087
Ask Size: 5,000 |
UTD.INTERNET AG NA |
35.00 EUR |
20/06/2025 |
Call |
Master data
| WKN: |
GG0NAN |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
UTD.INTERNET AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
35.00 EUR |
| Maturity: |
20/06/2025 |
| Issue date: |
06/12/2023 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
23.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.36 |
| Parity: |
-1.25 |
| Time value: |
0.09 |
| Break-even: |
35.94 |
| Moneyness: |
0.64 |
| Premium: |
0.59 |
| Premium p.a.: |
0.58 |
| Spread abs.: |
0.03 |
| Spread %: |
54.10% |
| Delta: |
0.22 |
| Theta: |
0.00 |
| Omega: |
5.18 |
| Rho: |
0.04 |
Quote data
| Open: |
0.058 |
| High: |
0.058 |
| Low: |
0.058 |
| Previous Close: |
0.063 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.14% |
| 1 Month |
|
|
-14.71% |
| 3 Months |
|
|
+9.43% |
| YTD |
|
|
-42.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.070 |
0.063 |
| 1M High / 1M Low: |
0.100 |
0.061 |
| 6M High / 6M Low: |
0.130 |
0.030 |
| High (YTD): |
26/01/2024 |
0.130 |
| Low (YTD): |
16/04/2024 |
0.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.073 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.31% |
| Volatility 6M: |
|
221.61% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
