Goldman Sachs Call 55 ABBN 19.07.2024
/ DE000GG725W3
Goldman Sachs Call 55 ABBN 19.07..../ DE000GG725W3 /
| 2024-06-07 11:22:51 AM |
Chg.-0.090 |
Bid3:55:08 PM |
Ask3:55:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-32.14% |
0.240
Bid Size: 10,000 |
0.340
Ask Size: 10,000 |
ABB LTD N |
55.00 CHF |
2024-07-19 |
Call |
Master data
| WKN: |
GG725W |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 CHF |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-04-29 |
| Last trading day: |
2024-07-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
95.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.18 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
-5.11 |
| Time value: |
0.54 |
| Break-even: |
57.34 |
| Moneyness: |
0.91 |
| Premium: |
0.11 |
| Premium p.a.: |
1.47 |
| Spread abs.: |
0.32 |
| Spread %: |
146.82% |
| Delta: |
0.20 |
| Theta: |
-0.02 |
| Omega: |
18.81 |
| Rho: |
0.01 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.280 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+18.75% |
| 1 Month |
|
|
+171.43% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.280 |
0.130 |
| 1M High / 1M Low: |
0.280 |
0.070 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.192 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.145 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
339.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
