Goldman Sachs Call 70 SGSOF 20.12.2024
/ DE000GZ9XR10
Goldman Sachs Call 70 SGSOF 20.12.../ DE000GZ9XR10 /
| 7/17/2024 10:02:26 AM |
Chg.- |
Bid10:10:38 AM |
Ask10:10:38 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.28EUR |
- |
1.30
Bid Size: 10,000 |
1.33
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: |
1.28 |
| High: |
1.28 |
| Low: |
1.28 |
| Previous Close: |
1.28 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.03% |
| 1 Month |
|
|
-8.57% |
| 3 Months |
|
|
-7.25% |
| YTD |
|
|
+109.84% |
| 1 Year |
|
|
-14.09% |
| 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: |
|
- |
