Goldman Sachs Call 100 SGSN 21.03.2025
/ DE000GG5LGD2
Goldman Sachs Call 100 SGSN 21.03.../ DE000GG5LGD2 /
| 18/10/2024 10:47:32 |
Chg.0.000 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.380EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
SGS N |
100.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
GG5LGD |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SGS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
22/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
22.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.54 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.24 |
| Parity: |
-0.38 |
| Time value: |
0.45 |
| Break-even: |
110.92 |
| Moneyness: |
0.96 |
| Premium: |
0.08 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.07 |
| Spread %: |
18.32% |
| Delta: |
0.46 |
| Theta: |
-0.02 |
| Omega: |
10.46 |
| Rho: |
0.18 |
Quote data
| Open: |
0.380 |
| High: |
0.380 |
| Low: |
0.380 |
| Previous Close: |
0.380 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.15% |
| 1 Month |
|
|
+22.58% |
| 3 Months |
|
|
+691.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.350 |
| 1M High / 1M Low: |
0.440 |
0.230 |
| 6M High / 6M Low: |
0.440 |
0.044 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.366 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.327 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.211 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
258.06% |
| Volatility 6M: |
|
388.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
