Goldman Sachs Call 60 SGSN 20.06.2025
/ DE000GG2FVG3
Goldman Sachs Call 60 SGSN 20.06..../ DE000GG2FVG3 /
| 18/10/2024 10:43:52 |
Chg.+0.02 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.01EUR |
+0.50% |
-
Bid Size: - |
-
Ask Size: - |
SGS N |
60.00 CHF |
20/06/2025 |
Call |
Master data
| WKN: |
GG2FVG |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SGS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 CHF |
| Maturity: |
20/06/2025 |
| Issue date: |
15/01/2024 |
| Last trading day: |
19/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.02 |
| Intrinsic value: |
3.88 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.24 |
| Parity: |
3.88 |
| Time value: |
0.19 |
| Break-even: |
104.54 |
| Moneyness: |
1.61 |
| Premium: |
0.02 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.07 |
| Spread %: |
1.75% |
| Delta: |
0.96 |
| Theta: |
-0.01 |
| Omega: |
2.42 |
| Rho: |
0.39 |
Quote data
| Open: |
4.01 |
| High: |
4.01 |
| Low: |
4.01 |
| Previous Close: |
3.99 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.80% |
| 1 Month |
|
|
+8.38% |
| 3 Months |
|
|
+76.65% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.01 |
3.87 |
| 1M High / 1M Low: |
4.03 |
3.46 |
| 6M High / 6M Low: |
4.03 |
2.12 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.78 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
3.04 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.50% |
| Volatility 6M: |
|
65.77% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
