Goldman Sachs Call 48 ABBN 21.06.2024
/ DE000GG7FRD7
Goldman Sachs Call 48 ABBN 21.06..../ DE000GG7FRD7 /
| 2024-06-12 11:21:42 AM |
Chg.+0.49 |
Bid8:42:43 PM |
Ask8:42:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.00EUR |
+19.52% |
3.75
Bid Size: 1,000 |
4.05
Ask Size: 1,000 |
ABB LTD N |
48.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
GG7FRD |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-04-25 |
| Last trading day: |
2024-06-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.95 |
| Intrinsic value: |
1.79 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.21 |
| Parity: |
1.79 |
| Time value: |
1.15 |
| Break-even: |
52.73 |
| Moneyness: |
1.04 |
| Premium: |
0.02 |
| Premium p.a.: |
1.44 |
| Spread abs.: |
0.30 |
| Spread %: |
11.36% |
| Delta: |
0.67 |
| Theta: |
-0.10 |
| Omega: |
11.73 |
| Rho: |
0.01 |
Quote data
| Open: |
3.00 |
| High: |
3.00 |
| Low: |
3.00 |
| Previous Close: |
2.51 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.18% |
| 1 Month |
|
|
+294.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.78 |
2.11 |
| 1M High / 1M Low: |
2.78 |
0.69 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.40 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.63 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
291.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
