Goldman Sachs Call 140 SGSN 21.03.2025
/ DE000GG5U8H7
Goldman Sachs Call 140 SGSN 21.03.../ DE000GG5U8H7 /
| 8/16/2024 11:31:17 AM |
Chg.-0.005 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.011EUR |
-31.25% |
-
Bid Size: - |
-
Ask Size: - |
SGS N |
140.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
GG5U8H |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SGS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
3/27/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
80.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.25 |
| Parity: |
-4.95 |
| Time value: |
0.12 |
| Break-even: |
147.75 |
| Moneyness: |
0.66 |
| Premium: |
0.52 |
| Premium p.a.: |
1.04 |
| Spread abs.: |
0.10 |
| Spread %: |
500.00% |
| Delta: |
0.10 |
| Theta: |
-0.01 |
| Omega: |
8.39 |
| Rho: |
0.05 |
Quote data
| Open: |
0.011 |
| High: |
0.011 |
| Low: |
0.011 |
| Previous Close: |
0.016 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.25% |
| 1 Month |
|
|
+1000.00% |
| 3 Months |
|
|
+120.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.016 |
0.011 |
| 1M High / 1M Low: |
0.018 |
0.001 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.014 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.007 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,214.63% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
