Goldman Sachs Call 75 SGSN 20.09.2024
/ DE000GG3D7K6
Goldman Sachs Call 75 SGSN 20.09..../ DE000GG3D7K6 /
| 8/16/2024 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 |
9/20/2024 |
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: |
9/20/2024 |
| Issue date: |
2/5/2024 |
| Last trading day: |
9/19/2024 |
| 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: |
|
- |
