Goldman Sachs Call 100 SSREF 20.12.2024
/ DE000GZ696N2
Goldman Sachs Call 100 SSREF 20.1.../ DE000GZ696N2 /
| 2024-11-12 4:54:51 PM |
Chg.-0.29 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
-11.55% |
-
Bid Size: - |
-
Ask Size: - |
Swiss Re Ltd |
100.00 - |
2024-12-20 |
Call |
Master data
| WKN: |
GZ696N |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Swiss Re Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
100.00 - |
| Maturity: |
2024-12-20 |
| Issue date: |
2022-12-30 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.06 |
| Intrinsic value: |
3.03 |
| Implied volatility: |
- |
| Historic volatility: |
0.24 |
| Parity: |
3.03 |
| Time value: |
-0.60 |
| Break-even: |
124.30 |
| Moneyness: |
1.30 |
| Premium: |
-0.05 |
| Premium p.a.: |
-0.36 |
| Spread abs.: |
0.43 |
| Spread %: |
21.50% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.22 |
| High: |
2.22 |
| Low: |
2.22 |
| Previous Close: |
2.51 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+76.19% |
| 1 Month |
|
|
+18.09% |
| 3 Months |
|
|
+136.17% |
| YTD |
|
|
+455.00% |
| 1 Year |
|
|
+252.38% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.51 |
1.26 |
| 1M High / 1M Low: |
2.51 |
1.21 |
| 6M High / 6M Low: |
2.51 |
0.67 |
| High (YTD): |
2024-11-11 |
2.51 |
| Low (YTD): |
2024-01-02 |
0.39 |
| 52W High: |
2024-11-11 |
2.51 |
| 52W Low: |
2024-01-02 |
0.39 |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.14 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
184.47% |
| Volatility 6M: |
|
166.98% |
| Volatility 1Y: |
|
155.99% |
| Volatility 3Y: |
|
- |
