Goldman Sachs Call 70 BAER 20.06.2025
/ DE000GQ7QTN7
Goldman Sachs Call 70 BAER 20.06..../ DE000GQ7QTN7 /
| 7/25/2024 11:33:01 AM |
Chg.-0.032 |
Bid12:59:47 PM |
Ask12:59:47 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
-44.44% |
0.032
Bid Size: 10,000 |
0.052
Ask Size: 5,000 |
JULIUS BAER N |
70.00 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
GQ7QTN |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
JULIUS BAER N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
10/20/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
50.60 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.28 |
| Parity: |
-1.93 |
| Time value: |
0.11 |
| Break-even: |
74.02 |
| Moneyness: |
0.74 |
| Premium: |
0.38 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.03 |
| Spread %: |
39.47% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
8.39 |
| Rho: |
0.07 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.072 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-42.03% |
| 1 Month |
|
|
-45.95% |
| 3 Months |
|
|
-50.62% |
| YTD |
|
|
-55.56% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.072 |
0.059 |
| 1M High / 1M Low: |
0.082 |
0.059 |
| 6M High / 6M Low: |
0.200 |
0.034 |
| High (YTD): |
5/23/2024 |
0.200 |
| Low (YTD): |
2/28/2024 |
0.034 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.067 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.071 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.094 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
134.23% |
| Volatility 6M: |
|
208.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
