Goldman Sachs Call 60 ABBN 20.06.2025
/ DE000GQ0CHK3
Goldman Sachs Call 60 ABBN 20.06..../ DE000GQ0CHK3 /
| 5/17/2024 10:52:47 AM |
Chg.-0.060 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.690EUR |
-8.00% |
-
Bid Size: - |
-
Ask Size: - |
ABB LTD N |
60.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
GQ0CHK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
7/28/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.16 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.21 |
| Parity: |
-12.81 |
| Time value: |
1.07 |
| Break-even: |
62.00 |
| Moneyness: |
0.79 |
| Premium: |
0.29 |
| Premium p.a.: |
0.26 |
| Spread abs.: |
0.30 |
| Spread %: |
38.96% |
| Delta: |
0.21 |
| Theta: |
0.00 |
| Omega: |
9.30 |
| Rho: |
0.10 |
Quote data
| Open: |
0.690 |
| High: |
0.690 |
| Low: |
0.690 |
| Previous Close: |
0.750 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.47% |
| 1 Month |
|
|
+86.49% |
| 3 Months |
|
|
+155.56% |
| YTD |
|
|
+213.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.760 |
0.670 |
| 1M High / 1M Low: |
0.760 |
0.370 |
| 6M High / 6M Low: |
0.760 |
0.130 |
| High (YTD): |
5/15/2024 |
0.760 |
| Low (YTD): |
1/19/2024 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.710 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.539 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.296 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.96% |
| Volatility 6M: |
|
122.17% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
