Goldman Sachs Call 60 SGSN 20.06.2025
/ DE000GG2FVG3
Goldman Sachs Call 60 SGSN 20.06..../ DE000GG2FVG3 /
| 7/18/2024 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 |
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: |
3.51 |
| 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: |
|
- |
