Goldman Sachs Call 50 BAER 19.12.2025
/ DE000GG3CWW3
Goldman Sachs Call 50 BAER 19.12..../ DE000GG3CWW3 /
| 2024-05-15 10:22:37 AM |
Chg.+0.040 |
Bid3:51:17 PM |
Ask3:51:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.020EUR |
+4.08% |
1.030
Bid Size: 10,000 |
1.080
Ask Size: 10,000 |
JULIUS BAER N |
50.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
GG3CWW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-02-05 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.24 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.18 |
| Intrinsic value: |
0.40 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.30 |
| Parity: |
0.40 |
| Time value: |
0.65 |
| Break-even: |
61.48 |
| Moneyness: |
1.08 |
| Premium: |
0.12 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.09 |
| Spread %: |
9.38% |
| Delta: |
0.72 |
| Theta: |
-0.01 |
| Omega: |
3.79 |
| Rho: |
0.47 |
Quote data
| Open: |
1.020 |
| High: |
1.020 |
| Low: |
1.020 |
| Previous Close: |
0.980 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+14.61% |
| 1 Month |
|
|
+52.24% |
| 3 Months |
|
|
+64.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.020 |
0.890 |
| 1M High / 1M Low: |
1.020 |
0.600 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.962 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.759 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
85.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
