Goldman Sachs Call 60 BAER 19.12..../  DE000GG1N602  /

EUWAX
2024-05-31  11:29:38 AM Chg.0.000 Bid12:18:38 PM Ask12:18:38 PM Underlying Strike price Expiration date Option type
0.470EUR 0.00% 0.470
Bid Size: 10,000
0.520
Ask Size: 10,000
JULIUS BAER N 60.00 CHF 2025-12-19 Call
 

Master data

WKN: GG1N60
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: JULIUS BAER N
Type: Warrant
Option type: Call
Strike price: 60.00 CHF
Maturity: 2025-12-19
Issue date: 2024-01-03
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.61
Leverage: Yes

Calculated values

Fair value: 0.65
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.29
Parity: -0.68
Time value: 0.51
Break-even: 66.46
Moneyness: 0.89
Premium: 0.22
Premium p.a.: 0.14
Spread abs.: 0.06
Spread %: 13.22%
Delta: 0.48
Theta: -0.01
Omega: 5.10
Rho: 0.33
 

Quote data

Open: 0.470
High: 0.470
Low: 0.470
Previous Close: 0.470
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -14.55%
1 Month  
+42.42%
3 Months  
+135.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.550 0.470
1M High / 1M Low: 0.550 0.330
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.510
Avg. volume 1W:   0.000
Avg. price 1M:   0.476
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   98.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -