Goldman Sachs Call 80 SGSN 19.06.2026
/ DE000GJ3HGH3
Goldman Sachs Call 80 SGSN 19.06..../ DE000GJ3HGH3 /
10/28/2024 10:24:46 AM |
Chg.+0.15 |
Bid2:00:48 PM |
Ask2:00:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.58EUR |
+10.49% |
1.57 Bid Size: 20,000 |
1.59 Ask Size: 20,000 |
SGS N |
80.00 CHF |
6/19/2026 |
Call |
Master data
WKN: |
GJ3HGH |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SGS N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 CHF |
Maturity: |
6/19/2026 |
Issue date: |
9/9/2024 |
Last trading day: |
6/18/2026 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.08 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.09 |
Intrinsic value: |
1.15 |
Implied volatility: |
0.20 |
Historic volatility: |
0.25 |
Parity: |
1.15 |
Time value: |
0.76 |
Break-even: |
104.60 |
Moneyness: |
1.13 |
Premium: |
0.08 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.07 |
Spread %: |
3.80% |
Delta: |
0.79 |
Theta: |
-0.01 |
Omega: |
4.03 |
Rho: |
0.95 |
Quote data
Open: |
1.58 |
High: |
1.58 |
Low: |
1.58 |
Previous Close: |
1.43 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.06% |
1 Month |
|
|
-10.23% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.89 |
1.43 |
1M High / 1M Low: |
2.03 |
1.43 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.70 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.78 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
125.05% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |