Goldman Sachs Call 100 SGSN 20.09.2024
/ DE000GQ7N7M5
Goldman Sachs Call 100 SGSN 20.09.../ DE000GQ7N7M5 /
| 16/08/2024 09:17:51 |
Chg.-0.003 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.035EUR |
-7.89% |
-
Bid Size: - |
-
Ask Size: - |
SGS N |
100.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
GQ7N7M |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SGS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
19/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
115.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.25 |
| Parity: |
-0.77 |
| Time value: |
0.08 |
| Break-even: |
105.52 |
| Moneyness: |
0.93 |
| Premium: |
0.09 |
| Premium p.a.: |
1.46 |
| Spread abs.: |
0.05 |
| Spread %: |
147.06% |
| Delta: |
0.20 |
| Theta: |
-0.03 |
| Omega: |
22.86 |
| Rho: |
0.02 |
Quote data
| Open: |
0.035 |
| High: |
0.035 |
| Low: |
0.035 |
| Previous Close: |
0.038 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.22% |
| 1 Month |
|
|
+3400.00% |
| 3 Months |
|
|
+118.75% |
| YTD |
|
|
+105.88% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.030 |
| 1M High / 1M Low: |
0.100 |
0.001 |
| 6M High / 6M Low: |
0.100 |
0.001 |
| High (YTD): |
31/07/2024 |
0.100 |
| Low (YTD): |
19/07/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.036 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.041 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.032 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
3,838.62% |
| Volatility 6M: |
|
1,628.58% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
