Goldman Sachs Call 110 SGSN 20.12.2024
/ DE000GG5S7G5
Goldman Sachs Call 110 SGSN 20.12.../ DE000GG5S7G5 /
| 10/18/2024 9:24:40 AM |
Chg.0.000 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.040EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
SGS N |
110.00 CHF |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
3/26/2024 |
| Last trading day: |
12/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
119.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.24 |
| Parity: |
-1.44 |
| Time value: |
0.09 |
| Break-even: |
117.90 |
| Moneyness: |
0.88 |
| Premium: |
0.15 |
| Premium p.a.: |
1.26 |
| Spread abs.: |
0.05 |
| Spread %: |
138.89% |
| Delta: |
0.15 |
| Theta: |
-0.02 |
| Omega: |
17.75 |
| Rho: |
0.02 |
Quote data
| Open: |
0.040 |
| High: |
0.040 |
| Low: |
0.040 |
| Previous Close: |
0.040 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+53.85% |
| 1 Month |
|
|
-16.67% |
| 3 Months |
|
|
+1900.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.040 |
0.029 |
| 1M High / 1M Low: |
0.050 |
0.021 |
| 6M High / 6M Low: |
0.070 |
0.002 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.034 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.032 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.032 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
376.60% |
| Volatility 6M: |
|
898.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
