Goldman Sachs Call 52 ABBN 21.06..../  DE000GG7TKT9  /

EUWAX
6/12/2024  11:06:54 AM Chg.+0.070 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.270EUR +35.00% -
Bid Size: -
-
Ask Size: -
ABB LTD N 52.00 CHF 6/21/2024 Call
 

Master data

WKN: GG7TKT
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 52.00 CHF
Maturity: 6/21/2024
Issue date: 5/9/2024
Last trading day: 6/20/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 97.69
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.21
Parity: -2.36
Time value: 0.53
Break-even: 54.46
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 8.09
Spread abs.: 0.30
Spread %: 131.58%
Delta: 0.26
Theta: -0.06
Omega: 25.80
Rho: 0.00
 

Quote data

Open: 0.270
High: 0.270
Low: 0.270
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+28.57%
1 Month  
+125.00%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.380 0.180
1M High / 1M Low: 0.380 0.100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.240
Avg. volume 1W:   0.000
Avg. price 1M:   0.171
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   474.38%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -