Goldman Sachs Call 70 SGSN 20.09.2024
/ DE000GQ7QRV4
Goldman Sachs Call 70 SGSN 20.09..../ DE000GQ7QRV4 /
| 7/17/2024 11:03:27 AM |
Chg.- |
Bid10:19:22 AM |
Ask10:19:22 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
- |
1.22
Bid Size: 10,000 |
1.25
Ask Size: 3,000 |
SGS N |
70.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
GQ7QRV |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SGS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
10/20/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.34 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.13 |
| Intrinsic value: |
1.07 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.22 |
| Parity: |
1.07 |
| Time value: |
0.24 |
| Break-even: |
85.53 |
| Moneyness: |
1.15 |
| Premium: |
0.03 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.05 |
| Spread %: |
3.97% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
5.07 |
| Rho: |
0.09 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.23 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.03% |
| 1 Month |
|
|
-8.46% |
| 3 Months |
|
|
-10.53% |
| YTD |
|
|
+120.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.29 |
1.19 |
| 1M High / 1M Low: |
1.37 |
1.04 |
| 6M High / 6M Low: |
1.89 |
0.60 |
| High (YTD): |
3/13/2024 |
1.89 |
| Low (YTD): |
1/10/2024 |
0.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.21 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.39 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
92.24% |
| Volatility 6M: |
|
134.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
