Goldman Sachs Call 70 SGSN 20.06.2025
/ DE000GQ7QS43
Goldman Sachs Call 70 SGSN 20.06..../ DE000GQ7QS43 /
| 18/07/2024 11:29:52 |
Chg.+0.06 |
Bid14:06:59 |
Ask14:06:59 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
+4.58% |
1.38
Bid Size: 10,000 |
1.41
Ask Size: 3,000 |
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: |
5.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.49 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.22 |
| Parity: |
1.07 |
| Time value: |
0.35 |
| Break-even: |
86.63 |
| Moneyness: |
1.15 |
| Premium: |
0.04 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
3.65% |
| Delta: |
0.86 |
| Theta: |
-0.01 |
| Omega: |
5.00 |
| Rho: |
0.52 |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.31 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.48% |
| 1 Month |
|
|
-4.20% |
| 3 Months |
|
|
-7.43% |
| YTD |
|
|
+98.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.40 |
1.31 |
| 1M High / 1M Low: |
1.52 |
1.20 |
| 6M High / 6M Low: |
1.99 |
0.73 |
| High (YTD): |
28/03/2024 |
1.99 |
| Low (YTD): |
10/01/2024 |
0.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.35 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.35 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.48 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.46% |
| Volatility 6M: |
|
108.96% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
