Goldman Sachs Call 150 BALN 19.12.2025
/ DE000GG1QJP8
Goldman Sachs Call 150 BALN 19.12.../ DE000GG1QJP8 /
| 2024-11-08 12:58:32 PM |
Chg.-0.05 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.47EUR |
-1.98% |
-
Bid Size: - |
-
Ask Size: - |
BALOISE N |
150.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
GG1QJP |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-04 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.95 |
| Intrinsic value: |
2.05 |
| Implied volatility: |
0.08 |
| Historic volatility: |
0.18 |
| Parity: |
2.05 |
| Time value: |
0.55 |
| Break-even: |
185.83 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.15 |
| Spread %: |
6.12% |
| Delta: |
0.98 |
| Theta: |
-0.01 |
| Omega: |
6.77 |
| Rho: |
1.66 |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.47 |
| Previous Close: |
2.52 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.39% |
| 1 Month |
|
|
-21.34% |
| 3 Months |
|
|
+49.70% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.52 |
2.33 |
| 1M High / 1M Low: |
3.16 |
2.27 |
| 6M High / 6M Low: |
3.16 |
1.10 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.42 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.02 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.67% |
| Volatility 6M: |
|
76.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
