Goldman Sachs Call 40 BAER 20.06.2025
/ DE000GG047V4
Goldman Sachs Call 40 BAER 20.06..../ DE000GG047V4 /
| 2024-06-03 10:16:30 AM |
Chg.+0.06 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.68EUR |
+3.70% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
40.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
GG047V |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
40.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-24 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.37 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.66 |
| Intrinsic value: |
1.42 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.29 |
| Parity: |
1.42 |
| Time value: |
0.22 |
| Break-even: |
57.19 |
| Moneyness: |
1.35 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.03 |
| Spread %: |
2.06% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
3.10 |
| Rho: |
0.36 |
Quote data
| Open: |
1.68 |
| High: |
1.68 |
| Low: |
1.68 |
| Previous Close: |
1.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.89% |
| 1 Month |
|
|
+16.67% |
| 3 Months |
|
|
+76.84% |
| YTD |
|
|
+54.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.73 |
1.55 |
| 1M High / 1M Low: |
1.79 |
1.44 |
| 6M High / 6M Low: |
1.79 |
0.82 |
| High (YTD): |
2024-05-23 |
1.79 |
| Low (YTD): |
2024-02-28 |
0.86 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.63 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.61 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.17 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.60% |
| Volatility 6M: |
|
95.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
