Goldman Sachs Call 70 SGSOF 20.12.2024
/ DE000GZ9XR10
Goldman Sachs Call 70 SGSOF 20.12.../ DE000GZ9XR10 /
7/18/2024 10:21:47 AM |
Chg.+0.02 |
Bid3:57:11 PM |
Ask3:57:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.30EUR |
+1.56% |
1.36 Bid Size: 10,000 |
1.39 Ask Size: 3,000 |
SGS SA |
70.00 - |
12/20/2024 |
Call |
Master data
WKN: |
GZ9XR1 |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SGS SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 - |
Maturity: |
12/20/2024 |
Issue date: |
5/17/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.02 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.46 |
Intrinsic value: |
1.31 |
Implied volatility: |
- |
Historic volatility: |
0.22 |
Parity: |
1.31 |
Time value: |
0.07 |
Break-even: |
83.80 |
Moneyness: |
1.19 |
Premium: |
0.01 |
Premium p.a.: |
0.02 |
Spread abs.: |
0.05 |
Spread %: |
3.76% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.30 |
High: |
1.30 |
Low: |
1.30 |
Previous Close: |
1.28 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.52% |
1 Month |
|
|
-7.14% |
3 Months |
|
|
-5.80% |
YTD |
|
|
+113.11% |
1 Year |
|
|
-12.75% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.38 |
1.28 |
1M High / 1M Low: |
1.45 |
1.13 |
6M High / 6M Low: |
1.86 |
0.66 |
High (YTD): |
3/13/2024 |
1.86 |
Low (YTD): |
1/10/2024 |
0.51 |
52W High: |
3/13/2024 |
1.86 |
52W Low: |
1/10/2024 |
0.51 |
Avg. price 1W: |
|
1.31 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.29 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.44 |
Avg. volume 6M: |
|
256.10 |
Avg. price 1Y: |
|
1.26 |
Avg. volume 1Y: |
|
329.37 |
Volatility 1M: |
|
105.49% |
Volatility 6M: |
|
121.42% |
Volatility 1Y: |
|
112.07% |
Volatility 3Y: |
|
- |