Goldman Sachs Call 118.96 CFR 20.06.2025
/ DE000GP7RDS9
Goldman Sachs Call 118.96 CFR 20..../ DE000GP7RDS9 /
| 10/9/2024 9:57:08 AM |
Chg.+0.07 |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.03EUR |
+3.57% |
-
Bid Size: - |
-
Ask Size: - |
RICHEMONT N |
118.96 CHF |
6/20/2025 |
Call |
Master data
| WKN: |
GP7RDS |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
RICHEMONT N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
118.96 CHF |
| Maturity: |
6/20/2025 |
| Issue date: |
7/11/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
9.91:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.81 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.13 |
| Intrinsic value: |
1.08 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.31 |
| Parity: |
1.08 |
| Time value: |
1.30 |
| Break-even: |
149.94 |
| Moneyness: |
1.09 |
| Premium: |
0.09 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.05 |
| Spread %: |
2.15% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
4.01 |
| Rho: |
0.49 |
Quote data
| Open: |
2.03 |
| High: |
2.03 |
| Low: |
2.03 |
| Previous Close: |
1.96 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.14% |
| 1 Month |
|
|
+58.59% |
| 3 Months |
|
|
-21.32% |
| YTD |
|
|
+27.67% |
| 1 Year |
|
|
+40.97% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.45 |
1.96 |
| 1M High / 1M Low: |
2.45 |
0.95 |
| 6M High / 6M Low: |
3.78 |
0.95 |
| High (YTD): |
3/14/2024 |
4.01 |
| Low (YTD): |
9/23/2024 |
0.95 |
| 52W High: |
3/14/2024 |
4.01 |
| 52W Low: |
9/23/2024 |
0.95 |
| Avg. price 1W: |
|
2.19 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.41 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
2.22 |
| Avg. volume 1Y: |
|
.80 |
| Volatility 1M: |
|
224.13% |
| Volatility 6M: |
|
131.45% |
| Volatility 1Y: |
|
123.28% |
| Volatility 3Y: |
|
- |
