Goldman Sachs Call 80 JBARF 20.06.2025
/ DE000GP76YS2
Goldman Sachs Call 80 JBARF 20.06.../ DE000GP76YS2 /
| 2024-05-31 12:28:15 PM |
Chg.0.000 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.062EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Julius Baer Group Lt... |
80.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
GP76YS |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Julius Baer Group Ltd. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
58.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.12 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.29 |
| Parity: |
-2.55 |
| Time value: |
0.09 |
| Break-even: |
80.93 |
| Moneyness: |
0.68 |
| Premium: |
0.48 |
| Premium p.a.: |
0.45 |
| Spread abs.: |
0.03 |
| Spread %: |
55.00% |
| Delta: |
0.14 |
| Theta: |
0.00 |
| Omega: |
7.99 |
| Rho: |
0.07 |
Quote data
| Open: |
0.063 |
| High: |
0.063 |
| Low: |
0.062 |
| Previous Close: |
0.062 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.07% |
| 1 Month |
|
|
+72.22% |
| 3 Months |
|
|
+313.33% |
| YTD |
|
|
+58.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.076 |
0.061 |
| 1M High / 1M Low: |
0.084 |
0.036 |
| 6M High / 6M Low: |
0.084 |
0.013 |
| High (YTD): |
2024-05-23 |
0.084 |
| Low (YTD): |
2024-02-28 |
0.013 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.064 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.037 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
175.64% |
| Volatility 6M: |
|
199.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
