Goldman Sachs Call 70 SGSN 20.06.2025
/ DE000GQ7QS43
Goldman Sachs Call 70 SGSN 20.06..../ DE000GQ7QS43 /
18/10/2024 10:36:26 |
Chg.-0.01 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
2.93EUR |
-0.34% |
- Bid Size: - |
- Ask Size: - |
SGS N |
70.00 CHF |
20/06/2025 |
Call |
Master data
WKN: |
GQ7QS4 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SGS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 CHF |
Maturity: |
20/06/2025 |
Issue date: |
20/10/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.41 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.00 |
Intrinsic value: |
2.82 |
Implied volatility: |
0.25 |
Historic volatility: |
0.24 |
Parity: |
2.82 |
Time value: |
0.19 |
Break-even: |
104.58 |
Moneyness: |
1.38 |
Premium: |
0.02 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.07 |
Spread %: |
2.38% |
Delta: |
0.96 |
Theta: |
-0.01 |
Omega: |
3.27 |
Rho: |
0.46 |
Quote data
Open: |
2.93 |
High: |
2.93 |
Low: |
2.93 |
Previous Close: |
2.94 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.33% |
1 Month |
|
|
+9.74% |
3 Months |
|
|
+123.66% |
YTD |
|
|
+324.64% |
1 Year |
|
|
+195.96% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.94 |
2.83 |
1M High / 1M Low: |
2.99 |
2.46 |
6M High / 6M Low: |
2.99 |
1.20 |
High (YTD): |
26/09/2024 |
2.99 |
Low (YTD): |
10/01/2024 |
0.59 |
52W High: |
26/09/2024 |
2.99 |
52W Low: |
10/01/2024 |
0.59 |
Avg. price 1W: |
|
2.88 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.74 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
2.06 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.62 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
73.30% |
Volatility 6M: |
|
94.83% |
Volatility 1Y: |
|
108.08% |
Volatility 3Y: |
|
- |