Goldman Sachs Call 90 SGSN 21.03.2025
/ DE000GG5S7T8
Goldman Sachs Call 90 SGSN 21.03..../ DE000GG5S7T8 /
17/07/2024 09:53:53 |
Chg.- |
Bid09:44:03 |
Ask09:44:03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.180EUR |
- |
0.180 Bid Size: 10,000 |
0.210 Ask Size: 3,000 |
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: |
0.180 |
High: |
0.180 |
Low: |
0.180 |
Previous Close: |
0.190 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-5.26% |
1 Month |
|
|
-28.00% |
3 Months |
|
|
-45.45% |
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: |
|
- |