Goldman Sachs Call 46 BAER 21.06.2024
/ DE000GG6XXH1
Goldman Sachs Call 46 BAER 21.06..../ DE000GG6XXH1 /
| 2024-06-03 10:56:04 AM |
Chg.+0.090 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.920EUR |
+10.84% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
46.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
GG6XXH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
46.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-22 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.81 |
| Intrinsic value: |
0.80 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.29 |
| Parity: |
0.80 |
| Time value: |
0.05 |
| Break-even: |
55.55 |
| Moneyness: |
1.17 |
| Premium: |
0.01 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.04 |
| Spread %: |
4.39% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
5.71 |
| Rho: |
0.02 |
Quote data
| Open: |
0.920 |
| High: |
0.920 |
| Low: |
0.920 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.17% |
| 1 Month |
|
|
+37.31% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.780 |
| 1M High / 1M Low: |
0.970 |
0.670 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.846 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.842 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
111.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
