Goldman Sachs Call 90 SGSN 20.09.2024
/ DE000GQ98VU6
Goldman Sachs Call 90 SGSN 20.09..../ DE000GQ98VU6 /
| 16/08/2024 09:27:08 |
Chg.+0.010 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.480EUR |
+2.13% |
-
Bid Size: - |
-
Ask Size: - |
SGS N |
90.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
GQ98VU |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SGS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
20/09/2024 |
| Issue date: |
20/11/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.28 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.25 |
| Parity: |
0.28 |
| Time value: |
0.22 |
| Break-even: |
99.21 |
| Moneyness: |
1.03 |
| Premium: |
0.02 |
| Premium p.a.: |
0.27 |
| Spread abs.: |
0.05 |
| Spread %: |
11.11% |
| Delta: |
0.67 |
| Theta: |
-0.05 |
| Omega: |
12.94 |
| Rho: |
0.06 |
Quote data
| Open: |
0.480 |
| High: |
0.480 |
| Low: |
0.480 |
| Previous Close: |
0.470 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.00% |
| 1 Month |
|
|
+2185.71% |
| 3 Months |
|
|
+548.65% |
| YTD |
|
|
+990.91% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.330 |
| 1M High / 1M Low: |
0.720 |
0.020 |
| 6M High / 6M Low: |
0.720 |
0.020 |
| High (YTD): |
31/07/2024 |
0.720 |
| Low (YTD): |
19/07/2024 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.418 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.379 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.181 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,839.11% |
| Volatility 6M: |
|
794.68% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
