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

EUWAX
2024-05-14  11:39:14 AM Chg.- Bid10:40:07 AM Ask10:40:07 AM Underlying Strike price Expiration date Option type
0.500EUR - 0.510
Bid Size: 10,000
0.560
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: 9.82
Leverage: Yes

Calculated values

Fair value: 0.72
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.30
Parity: -0.62
Time value: 0.56
Break-even: 66.77
Moneyness: 0.90
Premium: 0.21
Premium p.a.: 0.13
Spread abs.: 0.08
Spread %: 17.15%
Delta: 0.50
Theta: -0.01
Omega: 4.92
Rho: 0.35
 

Quote data

Open: 0.500
High: 0.500
Low: 0.500
Previous Close: 0.520
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.28%
1 Month  
+61.29%
3 Months  
+92.31%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.520 0.430
1M High / 1M Low: 0.520 0.260
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.482
Avg. volume 1W:   0.000
Avg. price 1M:   0.358
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   113.63%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -