Goldman Sachs Call 150 BALN 21.03.2025
/ DE000GG96D73
Goldman Sachs Call 150 BALN 21.03.../ DE000GG96D73 /
| 11/8/2024 3:29:23 PM |
Chg.-0.02 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.34EUR |
-0.85% |
-
Bid Size: - |
-
Ask Size: - |
BALOISE N |
150.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
GG96D7 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
6/6/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.32 |
| Intrinsic value: |
2.05 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
2.05 |
| Time value: |
0.35 |
| Break-even: |
183.83 |
| Moneyness: |
1.13 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.10 |
| Spread %: |
4.35% |
| Delta: |
0.86 |
| Theta: |
-0.03 |
| Omega: |
6.47 |
| Rho: |
0.47 |
Quote data
| Open: |
2.34 |
| High: |
2.34 |
| Low: |
2.34 |
| Previous Close: |
2.36 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.86% |
| 1 Month |
|
|
-21.74% |
| 3 Months |
|
|
+59.18% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.36 |
2.16 |
| 1M High / 1M Low: |
3.02 |
2.08 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.26 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
74.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
