Goldman Sachs Call 90 SGSN 20.09.2024
/ DE000GQ98VU6
Goldman Sachs Call 90 SGSN 20.09..../ DE000GQ98VU6 /
| 18/07/2024 11:09:58 |
Chg.+0.004 |
Bid13:48:43 |
Ask13:48:43 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.025EUR |
+19.05% |
0.025
Bid Size: 10,000 |
0.055
Ask Size: 5,000 |
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: |
107.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.22 |
| Parity: |
-1.00 |
| Time value: |
0.08 |
| Break-even: |
93.90 |
| Moneyness: |
0.89 |
| Premium: |
0.13 |
| Premium p.a.: |
1.01 |
| Spread abs.: |
0.05 |
| Spread %: |
185.19% |
| Delta: |
0.17 |
| Theta: |
-0.02 |
| Omega: |
18.36 |
| Rho: |
0.02 |
Quote data
| Open: |
0.025 |
| High: |
0.025 |
| Low: |
0.025 |
| Previous Close: |
0.021 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.85% |
| 1 Month |
|
|
-68.75% |
| 3 Months |
|
|
-83.33% |
| YTD |
|
|
-43.18% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.031 |
0.021 |
| 1M High / 1M Low: |
0.080 |
0.021 |
| 6M High / 6M Low: |
0.280 |
0.021 |
| High (YTD): |
13/03/2024 |
0.280 |
| Low (YTD): |
17/07/2024 |
0.021 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.026 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.037 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.130 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
255.43% |
| Volatility 6M: |
|
343.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
