Goldman Sachs Call 54 BAER 19.07.2024
/ DE000GG7VKZ2
Goldman Sachs Call 54 BAER 19.07..../ DE000GG7VKZ2 /
2024-06-03 10:27:59 AM |
Chg.- |
Bid9:58:05 AM |
Ask9:58:05 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.250EUR |
- |
0.210 Bid Size: 50,000 |
0.220 Ask Size: 50,000 |
JULIUS BAER N |
54.00 CHF |
2024-07-19 |
Call |
Master data
WKN: |
GG7VKZ |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
JULIUS BAER N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
54.00 CHF |
Maturity: |
2024-07-19 |
Issue date: |
2024-05-10 |
Last trading day: |
2024-07-18 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
24.34 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.24 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.29 |
Parity: |
0.00 |
Time value: |
0.23 |
Break-even: |
57.56 |
Moneyness: |
1.00 |
Premium: |
0.04 |
Premium p.a.: |
0.39 |
Spread abs.: |
0.02 |
Spread %: |
10.19% |
Delta: |
0.54 |
Theta: |
-0.03 |
Omega: |
13.06 |
Rho: |
0.03 |
Quote data
Open: |
0.250 |
High: |
0.250 |
Low: |
0.250 |
Previous Close: |
0.210 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.70% |
1 Month |
|
|
- |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.250 |
0.180 |
1M High / 1M Low: |
- |
- |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.214 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
- |
Avg. volume 1M: |
|
- |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
- |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |