Goldman Sachs Call 50 ABBN 19.07.2024
/ DE000GG7FFS0
Goldman Sachs Call 50 ABBN 19.07..../ DE000GG7FFS0 /
| 2024-06-12 11:21:16 AM |
Chg.+0.34 |
Bid6:06:25 PM |
Ask6:06:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.95EUR |
+21.12% |
2.50
Bid Size: 2,000 |
2.80
Ask Size: 1,000 |
ABB LTD N |
50.00 CHF |
2024-07-19 |
Call |
Master data
| WKN: |
GG7FFS |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 CHF |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-25 |
| Last trading day: |
2024-07-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
26.86 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
-0.28 |
| Time value: |
1.92 |
| Break-even: |
53.78 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.20 |
| Spread %: |
11.63% |
| Delta: |
0.51 |
| Theta: |
-0.03 |
| Omega: |
13.75 |
| Rho: |
0.02 |
Quote data
| Open: |
1.95 |
| High: |
1.95 |
| Low: |
1.95 |
| Previous Close: |
1.61 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.29% |
| 1 Month |
|
|
+230.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.85 |
1.39 |
| 1M High / 1M Low: |
1.85 |
0.57 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.57 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.08 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
279.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
