Goldman Sachs Call 200 UHR 21.03.2025
/ DE000GG5HVA5
Goldman Sachs Call 200 UHR 21.03..../ DE000GG5HVA5 /
| 10/07/2024 10:58:52 |
Chg.-0.16 |
Bid17:50:23 |
Ask17:50:23 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.99EUR |
-13.91% |
1.08
Bid Size: 5,000 |
1.15
Ask Size: 5,000 |
SWATCH GROUP I |
200.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
GG5HVA |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
21/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.26 |
| Parity: |
-1.76 |
| Time value: |
1.14 |
| Break-even: |
217.40 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.07 |
| Spread %: |
6.54% |
| Delta: |
0.43 |
| Theta: |
-0.04 |
| Omega: |
7.05 |
| Rho: |
0.48 |
Quote data
| Open: |
0.99 |
| High: |
0.99 |
| Low: |
0.99 |
| Previous Close: |
1.15 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-22.05% |
| 3 Months |
|
|
-64.26% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.15 |
1.08 |
| 1M High / 1M Low: |
1.49 |
1.06 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
135.58% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
