Goldman Sachs Call 80 SGSN 20.09.2024
/ DE000GQ7QTR8
Goldman Sachs Call 80 SGSN 20.09..../ DE000GQ7QTR8 /
| 7/18/2024 11:29:54 AM |
Chg.+0.030 |
Bid12:18:23 PM |
Ask12:18:23 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.340EUR |
+9.68% |
0.320
Bid Size: 10,000 |
0.350
Ask Size: 5,000 |
SGS N |
80.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
GQ7QTR |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SGS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
10/20/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.35 |
| Intrinsic value: |
0.03 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.22 |
| Parity: |
0.03 |
| Time value: |
0.30 |
| Break-even: |
86.14 |
| Moneyness: |
1.00 |
| Premium: |
0.04 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.03 |
| Spread %: |
9.45% |
| Delta: |
0.56 |
| Theta: |
-0.03 |
| Omega: |
13.92 |
| Rho: |
0.08 |
Quote data
| Open: |
0.340 |
| High: |
0.340 |
| Low: |
0.340 |
| Previous Close: |
0.310 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.03% |
| 1 Month |
|
|
-22.73% |
| 3 Months |
|
|
-39.29% |
| YTD |
|
|
+142.86% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.380 |
0.310 |
| 1M High / 1M Low: |
0.480 |
0.240 |
| 6M High / 6M Low: |
0.950 |
0.170 |
| High (YTD): |
3/28/2024 |
0.950 |
| Low (YTD): |
1/10/2024 |
0.120 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.338 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.346 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.536 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
198.21% |
| Volatility 6M: |
|
241.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
