Goldman Sachs Call 70 BAER 19.12.2025
/ DE000GG2PYW3
Goldman Sachs Call 70 BAER 19.12..../ DE000GG2PYW3 /
| 2024-05-15 10:58:51 AM |
Chg.+0.010 |
Bid4:40:55 PM |
Ask4:40:55 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
+4.55% |
0.240
Bid Size: 10,000 |
0.290
Ask Size: 10,000 |
JULIUS BAER N |
70.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
GG2PYW |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-19 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.43 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.30 |
| Parity: |
-1.64 |
| Time value: |
0.28 |
| Break-even: |
74.17 |
| Moneyness: |
0.77 |
| Premium: |
0.35 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.07 |
| Spread %: |
30.84% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
6.01 |
| Rho: |
0.22 |
Quote data
| Open: |
0.230 |
| High: |
0.230 |
| Low: |
0.230 |
| Previous Close: |
0.220 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.05% |
| 1 Month |
|
|
+76.92% |
| 3 Months |
|
|
+130.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.230 |
0.190 |
| 1M High / 1M Low: |
0.230 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.212 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.154 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.78% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
