Goldman Sachs Call 80 BAER 19.12.2025
/ DE000GG1N6B7
Goldman Sachs Call 80 BAER 19.12..../ DE000GG1N6B7 /
| 2024-05-28 1:27:14 PM |
Chg.- |
Bid9:25:04 AM |
Ask9:25:04 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.130EUR |
- |
0.130
Bid Size: 10,000 |
0.180
Ask Size: 10,000 |
JULIUS BAER N |
80.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
GG1N6B |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 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: |
34.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.24 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.25 |
| Historic volatility: |
0.29 |
| Parity: |
-2.56 |
| Time value: |
0.16 |
| Break-even: |
82.24 |
| Moneyness: |
0.68 |
| Premium: |
0.49 |
| Premium p.a.: |
0.29 |
| Spread abs.: |
0.05 |
| Spread %: |
45.45% |
| Delta: |
0.19 |
| Theta: |
-0.01 |
| Omega: |
6.62 |
| Rho: |
0.14 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.130 |
| Previous Close: |
0.110 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+30.00% |
| 1 Month |
|
|
+116.67% |
| 3 Months |
|
|
+282.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.130 |
0.100 |
| 1M High / 1M Low: |
0.130 |
0.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.112 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.093 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.60% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
