Goldman Sachs Call 180 UHR 20.09.2024
/ DE000GG28TU8
Goldman Sachs Call 180 UHR 20.09..../ DE000GG28TU8 /
| 2024-07-04 11:05:36 AM |
Chg.- |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.35EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
180.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
GG28TU |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2024-01-29 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
12.91 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.29 |
| Intrinsic value: |
0.57 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
0.57 |
| Time value: |
0.91 |
| Break-even: |
200.18 |
| Moneyness: |
1.03 |
| Premium: |
0.05 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.07 |
| Spread %: |
4.96% |
| Delta: |
0.63 |
| Theta: |
-0.08 |
| Omega: |
8.14 |
| Rho: |
0.22 |
Quote data
| Open: |
1.35 |
| High: |
1.35 |
| Low: |
1.35 |
| Previous Close: |
1.25 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.47% |
| 1 Month |
|
|
-12.34% |
| 3 Months |
|
|
-56.87% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.35 |
1.23 |
| 1M High / 1M Low: |
1.79 |
1.19 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.47 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
182.80% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
