Goldman Sachs Call 52 ABBN 20.12.2024
/ DE000GJ5R0B6
Goldman Sachs Call 52 ABBN 20.12..../ DE000GJ5R0B6 /
| 11/12/2024 4:32:40 PM |
Chg.-0.370 |
Bid9:15:34 PM |
Ask9:15:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.490EUR |
-43.02% |
0.460
Bid Size: 10,000 |
0.760
Ask Size: 1,000 |
ABB LTD N |
52.00 CHF |
12/20/2024 |
Call |
Master data
| WKN: |
GJ5R0B |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
52.00 CHF |
| Maturity: |
12/20/2024 |
| Issue date: |
10/22/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
46.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.22 |
| Parity: |
-1.39 |
| Time value: |
1.15 |
| Break-even: |
56.56 |
| Moneyness: |
0.97 |
| Premium: |
0.05 |
| Premium p.a.: |
0.55 |
| Spread abs.: |
0.30 |
| Spread %: |
35.29% |
| Delta: |
0.40 |
| Theta: |
-0.02 |
| Omega: |
18.89 |
| Rho: |
0.02 |
Quote data
| Open: |
0.490 |
| High: |
0.490 |
| Low: |
0.490 |
| Previous Close: |
0.860 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.51% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.410 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.732 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
