Goldman Sachs Call 65 ABBN 21.03..../  DE000GJ5THV2  /

EUWAX
2024-12-20  10:45:33 AM Chg.0.000 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.090EUR 0.00% -
Bid Size: -
-
Ask Size: -
ABB LTD N 65.00 CHF 2025-03-21 Call
 

Master data

WKN: GJ5THV
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: ABB LTD N
Type: Warrant
Option type: Call
Strike price: 65.00 CHF
Maturity: 2025-03-21
Issue date: 2024-10-23
Last trading day: 2025-03-20
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 133.64
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.21
Parity: -17.67
Time value: 0.39
Break-even: 70.18
Moneyness: 0.75
Premium: 0.35
Premium p.a.: 2.34
Spread abs.: 0.30
Spread %: 333.33%
Delta: 0.09
Theta: -0.01
Omega: 11.87
Rho: 0.01
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -18.18%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.120 0.090
1M High / 1M Low: 0.130 0.090
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.108
Avg. volume 1W:   0.000
Avg. price 1M:   0.111
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   181.64%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -