Goldman Sachs Call 65 BAER 20.09.2024
/ DE000GG5U7D8
Goldman Sachs Call 65 BAER 20.09..../ DE000GG5U7D8 /
| 2024-06-03 9:31:46 AM |
Chg.- |
Bid9:03:01 AM |
Ask9:03:01 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.044EUR |
- |
0.049
Bid Size: 10,000 |
-
Ask Size: - |
JULIUS BAER N |
65.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
GG5U7D |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-03-27 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
101.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.29 |
| Parity: |
-1.14 |
| Time value: |
0.05 |
| Break-even: |
66.94 |
| Moneyness: |
0.83 |
| Premium: |
0.22 |
| Premium p.a.: |
0.93 |
| Spread abs.: |
0.01 |
| Spread %: |
35.00% |
| Delta: |
0.14 |
| Theta: |
-0.01 |
| Omega: |
13.94 |
| Rho: |
0.02 |
Quote data
| Open: |
0.044 |
| High: |
0.044 |
| Low: |
0.044 |
| Previous Close: |
0.043 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-12.00% |
| 1 Month |
|
|
+7.32% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.050 |
0.039 |
| 1M High / 1M Low: |
0.070 |
0.039 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.044 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.054 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
180.24% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
