Goldman Sachs Call 180 UHR 19.07.2024
/ DE000GG72539
Goldman Sachs Call 180 UHR 19.07..../ DE000GG72539 /
| 7/4/2024 11:13:51 AM |
Chg.- |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.960EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
180.00 CHF |
7/19/2024 |
Call |
Master data
| WKN: |
GG7253 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 CHF |
| Maturity: |
7/19/2024 |
| Issue date: |
4/29/2024 |
| Last trading day: |
7/18/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
17.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.26 |
| Parity: |
0.57 |
| Time value: |
0.52 |
| Break-even: |
196.28 |
| Moneyness: |
1.03 |
| Premium: |
0.03 |
| Premium p.a.: |
1.12 |
| Spread abs.: |
0.07 |
| Spread %: |
6.86% |
| Delta: |
0.64 |
| Theta: |
-0.29 |
| Omega: |
11.26 |
| Rho: |
0.04 |
Quote data
| Open: |
0.960 |
| High: |
0.960 |
| Low: |
0.960 |
| Previous Close: |
0.830 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.08% |
| 1 Month |
|
|
-11.11% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.960 |
0.810 |
| 1M High / 1M Low: |
1.450 |
0.780 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.855 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.074 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
277.13% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
