Goldman Sachs Call 110 SGSN 20.12.2024
/ DE000GG5S7G5
Goldman Sachs Call 110 SGSN 20.12.../ DE000GG5S7G5 /
| 18/07/2024 10:15:03 |
Chg.0.000 |
Bid18/07/2024 |
Ask18/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.004EUR |
0.00% |
0.004
Bid Size: 10,000 |
0.054
Ask Size: 10,000 |
SGS N |
110.00 CHF |
20/12/2024 |
Call |
Master data
| WKN: |
GG5S7G |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SGS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
110.00 CHF |
| Maturity: |
20/12/2024 |
| Issue date: |
26/03/2024 |
| Last trading day: |
19/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
151.09 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.22 |
| Parity: |
-3.07 |
| Time value: |
0.06 |
| Break-even: |
114.38 |
| Moneyness: |
0.73 |
| Premium: |
0.38 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.05 |
| Spread %: |
1,000.00% |
| Delta: |
0.08 |
| Theta: |
-0.01 |
| Omega: |
12.01 |
| Rho: |
0.03 |
Quote data
| Open: |
0.004 |
| High: |
0.004 |
| Low: |
0.004 |
| Previous Close: |
0.004 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-77.78% |
| 3 Months |
|
|
-87.88% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.005 |
0.003 |
| 1M High / 1M Low: |
0.018 |
0.003 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.004 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.006 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
493.00% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
