Goldman Sachs Call 70 SGSOF 20.12.2024
/ DE000GZ9XR10
Goldman Sachs Call 70 SGSOF 20.12.../ DE000GZ9XR10 /
2024-08-16 11:03:12 AM |
Chg.-0.01 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.54EUR |
-0.39% |
- Bid Size: - |
- Ask Size: - |
SGS SA |
70.00 - |
2024-12-20 |
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: |
2024-12-20 |
Issue date: |
2023-05-17 |
Last trading day: |
2024-12-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.79 |
Intrinsic value: |
2.70 |
Implied volatility: |
- |
Historic volatility: |
0.25 |
Parity: |
2.70 |
Time value: |
-0.13 |
Break-even: |
95.70 |
Moneyness: |
1.39 |
Premium: |
-0.01 |
Premium p.a.: |
-0.04 |
Spread abs.: |
0.07 |
Spread %: |
2.80% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.54 |
High: |
2.54 |
Low: |
2.54 |
Previous Close: |
2.55 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+6.28% |
1 Month |
|
|
+98.44% |
3 Months |
|
|
+98.44% |
YTD |
|
|
+316.39% |
1 Year |
|
|
+70.47% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.55 |
2.37 |
1M High / 1M Low: |
2.78 |
1.28 |
6M High / 6M Low: |
2.78 |
1.13 |
High (YTD): |
2024-07-31 |
2.78 |
Low (YTD): |
2024-01-10 |
0.51 |
52W High: |
2024-07-31 |
2.78 |
52W Low: |
2024-01-10 |
0.51 |
Avg. price 1W: |
|
2.48 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
2.24 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.64 |
Avg. volume 6M: |
|
162.60 |
Avg. price 1Y: |
|
1.32 |
Avg. volume 1Y: |
|
329.37 |
Volatility 1M: |
|
198.83% |
Volatility 6M: |
|
109.38% |
Volatility 1Y: |
|
123.21% |
Volatility 3Y: |
|
- |