Goldman Sachs Call 160 UHR 19.12.2025
/ DE000GG7FJA0
Goldman Sachs Call 160 UHR 19.12..../ DE000GG7FJA0 /
| 15/11/2024 10:19:53 |
Chg.+0.22 |
Bid22:00:25 |
Ask22:00:25 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.14EUR |
+11.46% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
160.00 CHF |
19/12/2025 |
Call |
Master data
| WKN: |
GG7FJA |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 CHF |
| Maturity: |
19/12/2025 |
| Issue date: |
25/04/2024 |
| Last trading day: |
18/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.11 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.33 |
| Parity: |
0.81 |
| Time value: |
1.63 |
| Break-even: |
195.39 |
| Moneyness: |
1.05 |
| Premium: |
0.09 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.38 |
| Spread %: |
18.45% |
| Delta: |
0.67 |
| Theta: |
-0.03 |
| Omega: |
4.94 |
| Rho: |
1.05 |
Quote data
| Open: |
2.14 |
| High: |
2.14 |
| Low: |
2.14 |
| Previous Close: |
1.92 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.42% |
| 1 Month |
|
|
-14.06% |
| 3 Months |
|
|
-41.37% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.14 |
1.71 |
| 1M High / 1M Low: |
3.82 |
1.71 |
| 6M High / 6M Low: |
5.17 |
1.20 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.92 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.27 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
160.61% |
| Volatility 6M: |
|
174.72% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
