Goldman Sachs Call 70 BAER 20.06.2025
/ DE000GQ7QTN7
Goldman Sachs Call 70 BAER 20.06..../ DE000GQ7QTN7 /
| 2024-06-21 9:49:44 AM |
Chg.-0.010 |
Bid8:00:02 PM |
Ask8:00:02 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-10.00% |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
70.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
GQ7QTN |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
44.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.17 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.30 |
| Parity: |
-1.98 |
| Time value: |
0.12 |
| Break-even: |
74.57 |
| Moneyness: |
0.73 |
| Premium: |
0.39 |
| Premium p.a.: |
0.39 |
| Spread abs.: |
0.03 |
| Spread %: |
29.03% |
| Delta: |
0.18 |
| Theta: |
-0.01 |
| Omega: |
7.90 |
| Rho: |
0.08 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.18% |
| 1 Month |
|
|
-43.75% |
| 3 Months |
|
|
-10.00% |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.120 |
0.100 |
| 1M High / 1M Low: |
0.200 |
0.100 |
| 6M High / 6M Low: |
0.200 |
0.034 |
| High (YTD): |
2024-05-23 |
0.200 |
| Low (YTD): |
2024-02-28 |
0.034 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.138 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.096 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
185.45% |
| Volatility 6M: |
|
215.54% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
