Goldman Sachs Call 65 ABBN 21.03.2025
/ DE000GJ5THV2
Goldman Sachs Call 65 ABBN 21.03..../ DE000GJ5THV2 /
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: |
|
- |