Goldman Sachs Call 24 UBSG 21.03.2025
/ DE000GJ2D7J3
Goldman Sachs Call 24 UBSG 21.03..../ DE000GJ2D7J3 /
| 1/23/2025 10:51:43 AM |
Chg.-0.03 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.14EUR |
-0.37% |
-
Bid Size: - |
-
Ask Size: - |
UBS GROUP N |
24.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
GJ2D7J |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
UBS GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
8/12/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.00 |
| Intrinsic value: |
7.89 |
| Implied volatility: |
0.51 |
| Historic volatility: |
0.24 |
| Parity: |
7.89 |
| Time value: |
0.34 |
| Break-even: |
33.66 |
| Moneyness: |
1.31 |
| Premium: |
0.01 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.15 |
| Spread %: |
1.86% |
| Delta: |
0.93 |
| Theta: |
-0.01 |
| Omega: |
3.76 |
| Rho: |
0.04 |
Quote data
| Open: |
8.14 |
| High: |
8.14 |
| Low: |
8.14 |
| Previous Close: |
8.17 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.31% |
| 1 Month |
|
|
+118.23% |
| 3 Months |
|
|
+69.23% |
| YTD |
|
|
+89.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
8.17 |
6.71 |
| 1M High / 1M Low: |
8.17 |
3.73 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
8.17 |
| Low (YTD): |
1/2/2025 |
4.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
7.73 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
6.07 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
102.09% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |