Goldman Sachs Call 120 CFR 19.12.2025
/ DE000GG1UZ60
Goldman Sachs Call 120 CFR 19.12..../ DE000GG1UZ60 /
25/07/2024 11:13:13 |
Chg.-0.28 |
Bid11:42:27 |
Ask11:42:27 |
Underlying |
Strike price |
Expiration date |
Option type |
2.21EUR |
-11.24% |
2.17 Bid Size: 5,000 |
2.20 Ask Size: 3,000 |
RICHEMONT N |
120.00 CHF |
19/12/2025 |
Call |
Master data
WKN: |
GG1UZ6 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
RICHEMONT N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
120.00 CHF |
Maturity: |
19/12/2025 |
Issue date: |
08/01/2024 |
Last trading day: |
18/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.68 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.89 |
Intrinsic value: |
1.30 |
Implied volatility: |
0.20 |
Historic volatility: |
0.29 |
Parity: |
1.30 |
Time value: |
1.13 |
Break-even: |
149.37 |
Moneyness: |
1.10 |
Premium: |
0.08 |
Premium p.a.: |
0.06 |
Spread abs.: |
0.05 |
Spread %: |
2.10% |
Delta: |
0.77 |
Theta: |
-0.02 |
Omega: |
4.38 |
Rho: |
1.15 |
Quote data
Open: |
2.21 |
High: |
2.21 |
Low: |
2.21 |
Previous Close: |
2.49 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-16.29% |
1 Month |
|
|
-34.81% |
3 Months |
|
|
-3.49% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.64 |
2.43 |
1M High / 1M Low: |
3.39 |
2.43 |
6M High / 6M Low: |
4.11 |
2.00 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.52 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.86 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.98 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
57.71% |
Volatility 6M: |
|
80.75% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |