Goldman Sachs Call 80 SGSN 21.03.2025
/ DE000GG5S933
Goldman Sachs Call 80 SGSN 21.03..../ DE000GG5S933 /
| 10/18/2024 9:24:49 AM |
Chg.+0.02 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.93EUR |
+1.05% |
-
Bid Size: - |
-
Ask Size: - |
SGS N |
80.00 CHF |
3/21/2025 |
Call |
Master data
| WKN: |
GG5S93 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SGS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
3/21/2025 |
| Issue date: |
3/26/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.13 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.94 |
| Intrinsic value: |
1.75 |
| Implied volatility: |
0.30 |
| Historic volatility: |
0.24 |
| Parity: |
1.75 |
| Time value: |
0.25 |
| Break-even: |
105.12 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.07 |
| Spread %: |
3.63% |
| Delta: |
0.87 |
| Theta: |
-0.02 |
| Omega: |
4.48 |
| Rho: |
0.29 |
Quote data
| Open: |
1.93 |
| High: |
1.93 |
| Low: |
1.93 |
| Previous Close: |
1.91 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+12.87% |
| 1 Month |
|
|
+14.88% |
| 3 Months |
|
|
+244.64% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.93 |
1.81 |
| 1M High / 1M Low: |
1.95 |
1.57 |
| 6M High / 6M Low: |
1.95 |
0.50 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.19 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.02% |
| Volatility 6M: |
|
167.73% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
