Goldman Sachs Call 45 ABBN 21.03.2025
/ DE000GG7AH45
Goldman Sachs Call 45 ABBN 21.03..../ DE000GG7AH45 /
| 2024-12-20 12:47:06 PM |
Chg.-0.56 |
Bid10:00:25 PM |
Ask10:00:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.62EUR |
-10.81% |
-
Bid Size: - |
-
Ask Size: - |
ABB LTD N |
45.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
GG7AH4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.49 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.74 |
| Intrinsic value: |
3.81 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.21 |
| Parity: |
3.81 |
| Time value: |
1.68 |
| Break-even: |
53.80 |
| Moneyness: |
1.08 |
| Premium: |
0.03 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.30 |
| Spread %: |
5.78% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
6.98 |
| Rho: |
0.08 |
Quote data
| Open: |
4.88 |
| High: |
4.88 |
| Low: |
4.62 |
| Previous Close: |
5.18 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.89% |
| 1 Month |
|
|
-28.37% |
| 3 Months |
|
|
-18.52% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
8.13 |
4.62 |
| 1M High / 1M Low: |
8.55 |
4.62 |
| 6M High / 6M Low: |
8.92 |
3.04 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
6.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
7.17 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
6.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
166.10% |
| Volatility 6M: |
|
160.15% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
