Goldman Sachs Call 60 SGSN 20.06..../  DE000GG2FVG3  /

EUWAX
7/17/2024  11:09:31 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
2.21EUR - -
Bid Size: -
-
Ask Size: -
SGS N 60.00 CHF 6/20/2025 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: 6/20/2025
Issue date: 1/15/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.57
Leverage: Yes

Calculated values

Fair value: 2.42
Intrinsic value: 2.18
Implied volatility: -
Historic volatility: 0.22
Parity: 2.18
Time value: 0.16
Break-even: 85.05
Moneyness: 1.35
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.05
Spread %: 2.18%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.21
High: 2.21
Low: 2.21
Previous Close: 2.28
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.49%
1 Month
  -5.15%
3 Months
  -6.75%
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:   -