Goldman Sachs Call 90 SGSN 21.03.2025
/ DE000GG5S7T8
Goldman Sachs Call 90 SGSN 21.03..../ DE000GG5S7T8 /
| 18/07/2024 10:15:05 |
Chg.+0.010 |
Bid17:47:42 |
Ask17:47:42 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
+5.56% |
0.190
Bid Size: 10,000 |
-
Ask Size: - |
SGS N |
90.00 CHF |
21/03/2025 |
Call |
Master data
| WKN: |
GG5S7T |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SGS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 CHF |
| Maturity: |
21/03/2025 |
| Issue date: |
26/03/2024 |
| Last trading day: |
20/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
33.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.22 |
| Parity: |
-1.00 |
| Time value: |
0.25 |
| Break-even: |
95.61 |
| Moneyness: |
0.89 |
| Premium: |
0.15 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.05 |
| Spread %: |
25.25% |
| Delta: |
0.31 |
| Theta: |
-0.01 |
| Omega: |
10.54 |
| Rho: |
0.16 |
Quote data
| Open: |
0.190 |
| High: |
0.190 |
| Low: |
0.190 |
| Previous Close: |
0.180 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-24.00% |
| 3 Months |
|
|
-42.42% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.220 |
0.180 |
| 1M High / 1M Low: |
0.270 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.194 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.198 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
206.75% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
