Goldman Sachs Call 220 UHR 20.12.2024
/ DE000GQ6HX89
Goldman Sachs Call 220 UHR 20.12..../ DE000GQ6HX89 /
09/07/2024 10:15:20 |
Chg.+0.010 |
Bid11:39:42 |
Ask11:39:42 |
Underlying |
Strike price |
Expiration date |
Option type |
0.340EUR |
+3.03% |
0.350 Bid Size: 10,000 |
0.400 Ask Size: 2,000 |
SWATCH GROUP I |
220.00 CHF |
20/12/2024 |
Call |
Master data
WKN: |
GQ6HX8 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SWATCH GROUP I |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
220.00 CHF |
Maturity: |
20/12/2024 |
Issue date: |
05/10/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
46.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.37 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.26 |
Parity: |
-3.60 |
Time value: |
0.41 |
Break-even: |
230.60 |
Moneyness: |
0.84 |
Premium: |
0.21 |
Premium p.a.: |
0.53 |
Spread abs.: |
0.07 |
Spread %: |
20.41% |
Delta: |
0.22 |
Theta: |
-0.04 |
Omega: |
10.30 |
Rho: |
0.17 |
Quote data
Open: |
0.340 |
High: |
0.340 |
Low: |
0.340 |
Previous Close: |
0.330 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.68% |
1 Month |
|
|
-29.17% |
3 Months |
|
|
-71.19% |
YTD |
|
|
-88.93% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.330 |
0.300 |
1M High / 1M Low: |
0.510 |
0.300 |
6M High / 6M Low: |
2.330 |
0.300 |
High (YTD): |
02/01/2024 |
2.820 |
Low (YTD): |
03/07/2024 |
0.300 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.318 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.408 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.010 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
159.77% |
Volatility 6M: |
|
182.21% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |