Goldman Sachs Call 75 SGSN 20.09.2024
/ DE000GG3D7K6
Goldman Sachs Call 75 SGSN 20.09..../ DE000GG3D7K6 /
2024-08-16 9:04:11 AM |
Chg.+0.01 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.97EUR |
+0.51% |
- Bid Size: - |
- Ask Size: - |
SGS N |
75.00 CHF |
2024-09-20 |
Call |
Master data
WKN: |
GG3D7K |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SGS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
75.00 CHF |
Maturity: |
2024-09-20 |
Issue date: |
2024-02-05 |
Last trading day: |
2024-09-19 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.88 |
Intrinsic value: |
1.85 |
Implied volatility: |
0.72 |
Historic volatility: |
0.25 |
Parity: |
1.85 |
Time value: |
0.19 |
Break-even: |
98.91 |
Moneyness: |
1.24 |
Premium: |
0.02 |
Premium p.a.: |
0.23 |
Spread abs.: |
0.07 |
Spread %: |
3.55% |
Delta: |
0.86 |
Theta: |
-0.07 |
Omega: |
4.10 |
Rho: |
0.06 |
Quote data
Open: |
1.97 |
High: |
1.97 |
Low: |
1.97 |
Previous Close: |
1.96 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.24% |
1 Month |
|
|
+169.86% |
3 Months |
|
|
+162.67% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.97 |
1.78 |
1M High / 1M Low: |
2.23 |
0.70 |
6M High / 6M Low: |
2.23 |
0.59 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.89 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.69 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.10 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
314.28% |
Volatility 6M: |
|
165.10% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |