Goldman Sachs Call 70 BAER 20.09.2024
/ DE000GQ7QTQ0
Goldman Sachs Call 70 BAER 20.09..../ DE000GQ7QTQ0 /
| 2024-05-29 10:48:51 AM |
Chg.- |
Bid11:11:42 AM |
Ask11:11:42 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.015EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
JULIUS BAER N |
70.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
GQ7QTQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
113.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.29 |
| Parity: |
-1.70 |
| Time value: |
0.05 |
| Break-even: |
72.02 |
| Moneyness: |
0.76 |
| Premium: |
0.32 |
| Premium p.a.: |
1.47 |
| Spread abs.: |
0.03 |
| Spread %: |
166.67% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
11.81 |
| Rho: |
0.02 |
Quote data
| Open: |
0.015 |
| High: |
0.015 |
| Low: |
0.015 |
| Previous Close: |
0.019 |
| Turnover: |
0.000 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
-51.61% |
| 1 Month |
|
|
+87.50% |
| 3 Months |
|
|
+150.00% |
| YTD |
|
|
-66.67% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.031 |
0.015 |
| 1M High / 1M Low: |
0.033 |
0.008 |
| 6M High / 6M Low: |
0.048 |
0.006 |
| High (YTD): |
2024-02-01 |
0.043 |
| Low (YTD): |
2024-03-07 |
0.006 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.022 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.021 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.021 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
296.69% |
| Volatility 6M: |
|
366.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
