Goldman Sachs Call 80 SGSN 19.06..../  DE000GJ3HGH3  /

EUWAX
10/18/2024  10:08:04 AM Chg.+0.03 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
2.03EUR +1.50% -
Bid Size: -
-
Ask Size: -
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: 4.91
Leverage: Yes

Calculated values

Fair value: 2.55
Intrinsic value: 1.75
Implied volatility: -
Historic volatility: 0.24
Parity: 1.75
Time value: 0.34
Break-even: 106.02
Moneyness: 1.21
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.07
Spread %: 3.47%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.03
High: 2.03
Low: 2.03
Previous Close: 2.00
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.41%
1 Month  
+15.34%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.03 1.89
1M High / 1M Low: 2.03 1.65
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.96
Avg. volume 1W:   0.00
Avg. price 1M:   1.82
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   72.42%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -