Goldman Sachs Call 50 ABBN 21.03.2025
/ DE000GG5HNA2
Goldman Sachs Call 50 ABBN 21.03..../ DE000GG5HNA2 /
| 2024-12-20 12:51:20 PM |
Chg.-0.31 |
Bid10:00:24 PM |
Ask10:00:24 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.59EUR |
-16.32% |
-
Bid Size: - |
-
Ask Size: - |
ABB LTD N |
50.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
GG5HNA |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-21 |
| Last trading day: |
2025-03-20 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.21 |
| Parity: |
-1.56 |
| Time value: |
2.16 |
| Break-even: |
55.84 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.30 |
| Spread %: |
16.13% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
11.00 |
| Rho: |
0.05 |
Quote data
| Open: |
1.69 |
| High: |
1.69 |
| Low: |
1.59 |
| Previous Close: |
1.90 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.82% |
| 1 Month |
|
|
-40.89% |
| 3 Months |
|
|
-43.62% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.98 |
1.59 |
| 1M High / 1M Low: |
4.19 |
1.59 |
| 6M High / 6M Low: |
5.05 |
1.33 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.98 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.80 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.62% |
| Volatility 6M: |
|
206.78% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
