Goldman Sachs Call 50 BAER 21.03.2025
/ DE000GG5LE47
Goldman Sachs Call 50 BAER 21.03..../ DE000GG5LE47 /
| 2024-09-20 10:23:40 AM |
Chg.-0.020 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.370EUR |
-5.13% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
50.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
GG5LE4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.72 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.30 |
| Parity: |
-0.16 |
| Time value: |
0.44 |
| Break-even: |
57.03 |
| Moneyness: |
0.97 |
| Premium: |
0.12 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.03 |
| Spread %: |
7.39% |
| Delta: |
0.52 |
| Theta: |
-0.01 |
| Omega: |
6.12 |
| Rho: |
0.11 |
Quote data
| Open: |
0.370 |
| High: |
0.370 |
| Low: |
0.370 |
| Previous Close: |
0.390 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.17% |
| 1 Month |
|
|
-7.50% |
| 3 Months |
|
|
-36.21% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.390 |
0.240 |
| 1M High / 1M Low: |
0.420 |
0.240 |
| 6M High / 6M Low: |
0.940 |
0.240 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.344 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.337 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.534 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
204.79% |
| Volatility 6M: |
|
155.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
