Goldman Sachs Call 50 ABLZF 20.12.2024
/ DE000GZ6LAP4
Goldman Sachs Call 50 ABLZF 20.12.../ DE000GZ6LAP4 /
| 2024-05-31 10:27:31 AM |
Chg.+0.14 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.86EUR |
+5.15% |
-
Bid Size: - |
-
Ask Size: - |
ABB Ltd. |
50.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
GZ6LAP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ABB Ltd. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2023-01-06 |
| Last trading day: |
2024-12-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.61 |
| Intrinsic value: |
0.08 |
| Implied volatility: |
0.17 |
| Historic volatility: |
0.21 |
| Parity: |
0.08 |
| Time value: |
2.99 |
| Break-even: |
53.07 |
| Moneyness: |
1.00 |
| Premium: |
0.06 |
| Premium p.a.: |
0.11 |
| Spread abs.: |
0.30 |
| Spread %: |
10.83% |
| Delta: |
0.60 |
| Theta: |
-0.01 |
| Omega: |
9.71 |
| Rho: |
0.15 |
Quote data
| Open: |
2.86 |
| High: |
2.86 |
| Low: |
2.86 |
| Previous Close: |
2.72 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.16% |
| 1 Month |
|
|
+155.36% |
| 3 Months |
|
|
+597.56% |
| YTD |
|
|
+822.58% |
| 1 Year |
|
|
+921.43% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.99 |
2.72 |
| 1M High / 1M Low: |
2.99 |
1.10 |
| 6M High / 6M Low: |
2.99 |
0.21 |
| High (YTD): |
2024-05-29 |
2.99 |
| Low (YTD): |
2024-01-23 |
0.21 |
| 52W High: |
2024-05-29 |
2.99 |
| 52W Low: |
2023-10-26 |
0.10 |
| Avg. price 1W: |
|
2.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.73 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.46 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
144.58% |
| Volatility 6M: |
|
163.70% |
| Volatility 1Y: |
|
158.65% |
| Volatility 3Y: |
|
- |
