Goldman Sachs Call 60 ABBN 20.06.2025
/ DE000GQ0CHK3
Goldman Sachs Call 60 ABBN 20.06..../ DE000GQ0CHK3 /
| 2024-05-02 11:12:42 AM |
Chg.-0.040 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.470EUR |
-7.84% |
-
Bid Size: - |
-
Ask Size: - |
ABB LTD N |
60.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
GQ0CHK |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
ABB LTD N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-28 |
| Last trading day: |
2025-06-19 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
55.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.73 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.21 |
| Parity: |
-15.53 |
| Time value: |
0.82 |
| Break-even: |
61.98 |
| Moneyness: |
0.75 |
| Premium: |
0.36 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.30 |
| Spread %: |
57.47% |
| Delta: |
0.16 |
| Theta: |
0.00 |
| Omega: |
9.13 |
| Rho: |
0.08 |
Quote data
| Open: |
0.470 |
| High: |
0.470 |
| Low: |
0.470 |
| Previous Close: |
0.510 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+30.56% |
| 3 Months |
|
|
+113.64% |
| YTD |
|
|
+113.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.510 |
0.470 |
| 1M High / 1M Low: |
0.530 |
0.330 |
| 6M High / 6M Low: |
0.530 |
0.110 |
| High (YTD): |
2024-04-18 |
0.530 |
| Low (YTD): |
2024-01-19 |
0.190 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.485 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.415 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.258 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.23% |
| Volatility 6M: |
|
127.56% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
