Goldman Sachs Call 70 SGSN 20.09.2024
/ DE000GQ7QRV4
Goldman Sachs Call 70 SGSN 20.09..../ DE000GQ7QRV4 /
| 16/08/2024 09:48:10 |
Chg.0.00 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.47EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
SGS N |
70.00 CHF |
20/09/2024 |
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: |
20/09/2024 |
| Issue date: |
20/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.40 |
| Intrinsic value: |
2.37 |
| Implied volatility: |
0.87 |
| Historic volatility: |
0.25 |
| Parity: |
2.37 |
| Time value: |
0.19 |
| Break-even: |
98.88 |
| Moneyness: |
1.32 |
| Premium: |
0.02 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.07 |
| Spread %: |
2.81% |
| Delta: |
0.89 |
| Theta: |
-0.08 |
| Omega: |
3.36 |
| Rho: |
0.06 |
Quote data
| Open: |
2.47 |
| High: |
2.47 |
| Low: |
2.47 |
| Previous Close: |
2.47 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.11% |
| 1 Month |
|
|
+107.56% |
| 3 Months |
|
|
+109.32% |
| YTD |
|
|
+357.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
2.32 |
| 1M High / 1M Low: |
2.75 |
1.19 |
| 6M High / 6M Low: |
2.75 |
1.04 |
| High (YTD): |
31/07/2024 |
2.75 |
| Low (YTD): |
10/01/2024 |
0.43 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.41 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.19 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.58 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.34% |
| Volatility 6M: |
|
111.31% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
