Goldman Sachs Call 60 SGSN 20.06.2025
/ DE000GG2FVG3
Goldman Sachs Call 60 SGSN 20.06..../ DE000GG2FVG3 /
2024-07-18 11:37:48 AM |
Chg.+0.09 |
Bid3:57:10 PM |
Ask3:57:10 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.30EUR |
+4.07% |
2.35 Bid Size: 10,000 |
2.38 Ask Size: 3,000 |
SGS N |
60.00 CHF |
2025-06-20 |
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: |
2025-06-20 |
Issue date: |
2024-01-15 |
Last trading day: |
2025-06-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.34 |
Intrinsic value: |
2.10 |
Implied volatility: |
0.25 |
Historic volatility: |
0.22 |
Parity: |
2.10 |
Time value: |
0.27 |
Break-even: |
85.79 |
Moneyness: |
1.34 |
Premium: |
0.03 |
Premium p.a.: |
0.04 |
Spread abs.: |
0.05 |
Spread %: |
2.16% |
Delta: |
0.93 |
Theta: |
-0.01 |
Omega: |
3.26 |
Rho: |
0.50 |
Quote data
Open: |
2.30 |
High: |
2.30 |
Low: |
2.30 |
Previous Close: |
2.21 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+0.44% |
1 Month |
|
|
-1.29% |
3 Months |
|
|
-2.95% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.35 |
2.21 |
1M High / 1M Low: |
2.46 |
2.12 |
6M High / 6M Low: |
2.93 |
1.48 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.28 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.28 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.43 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
49.08% |
Volatility 6M: |
|
73.78% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |