Goldman Sachs Call 80 BAER 21.03.2025
/ DE000GG5HAB7
Goldman Sachs Call 80 BAER 21.03..../ DE000GG5HAB7 /
| 2024-05-31 10:43:04 AM |
Chg.+0.001 |
Bid3:42:50 PM |
Ask3:42:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.038EUR |
+2.70% |
0.039
Bid Size: 30,000 |
0.049
Ask Size: 30,000 |
JULIUS BAER N |
80.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
GG5HAB |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
113.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.29 |
| Parity: |
-2.72 |
| Time value: |
0.05 |
| Break-even: |
82.24 |
| Moneyness: |
0.67 |
| Premium: |
0.51 |
| Premium p.a.: |
0.67 |
| Spread abs.: |
0.01 |
| Spread %: |
33.33% |
| Delta: |
0.08 |
| Theta: |
0.00 |
| Omega: |
9.63 |
| Rho: |
0.03 |
Quote data
| Open: |
0.038 |
| High: |
0.038 |
| Low: |
0.038 |
| Previous Close: |
0.037 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-26.92% |
| 1 Month |
|
|
+26.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.052 |
0.037 |
| 1M High / 1M Low: |
0.055 |
0.028 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.043 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.57% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
