Goldman Sachs Call 90 SGSN 20.09.2024
/ DE000GQ98VU6
Goldman Sachs Call 90 SGSN 20.09..../ DE000GQ98VU6 /
2024-08-16 9:27:08 AM |
Chg.+0.010 |
Bid10:00:28 PM |
Ask10:00:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.480EUR |
+2.13% |
- Bid Size: - |
- Ask Size: - |
SGS N |
90.00 CHF |
2024-09-20 |
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: |
2024-09-20 |
Issue date: |
2023-11-20 |
Last trading day: |
2024-09-19 |
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): |
2024-07-31 |
0.720 |
Low (YTD): |
2024-07-19 |
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: |
|
- |