Goldman Sachs Call 28 UBSG 21.03.2025
/ DE000GJ5TG17
Goldman Sachs Call 28 UBSG 21.03..../ DE000GJ5TG17 /
| 1/23/2025 9:42:20 AM |
Chg.-0.13 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.10EUR |
-3.07% |
-
Bid Size: - |
-
Ask Size: - |
UBS GROUP N |
28.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
GJ5TG1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
UBS GROUP N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
28.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
10/23/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.92 |
| Intrinsic value: |
3.65 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.24 |
| Parity: |
3.65 |
| Time value: |
0.51 |
| Break-even: |
33.83 |
| Moneyness: |
1.12 |
| Premium: |
0.02 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
2.46% |
| Delta: |
0.84 |
| Theta: |
-0.01 |
| Omega: |
6.73 |
| Rho: |
0.04 |
Quote data
| Open: |
4.10 |
| High: |
4.10 |
| Low: |
4.10 |
| Previous Close: |
4.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.69% |
| 1 Month |
|
|
+336.17% |
| 3 Months |
|
|
+122.83% |
| YTD |
|
|
+236.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.29 |
3.09 |
| 1M High / 1M Low: |
4.29 |
0.94 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/21/2025 |
4.29 |
| Low (YTD): |
1/2/2025 |
1.25 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.84 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.51 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
207.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |