Goldman Sachs Call 90 SGSN 21.03.2025
/ DE000GG5S7T8
Goldman Sachs Call 90 SGSN 21.03..../ DE000GG5S7T8 /
| 10/18/2024 9:24:43 AM |
Chg.+0.02 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
+2.00% |
-
Bid Size: - |
-
Ask Size: - |
SGS N |
90.00 CHF |
3/21/2025 |
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: |
3/21/2025 |
| Issue date: |
3/26/2024 |
| Last trading day: |
3/20/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.11 |
| Intrinsic value: |
0.69 |
| Implied volatility: |
0.23 |
| Historic volatility: |
0.24 |
| Parity: |
0.69 |
| Time value: |
0.39 |
| Break-even: |
106.56 |
| Moneyness: |
1.07 |
| Premium: |
0.04 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.07 |
| Spread %: |
6.93% |
| Delta: |
0.74 |
| Theta: |
-0.02 |
| Omega: |
6.99 |
| Rho: |
0.27 |
Quote data
| Open: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
1.00 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.43% |
| 1 Month |
|
|
+24.39% |
| 3 Months |
|
|
+466.67% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.02 |
0.91 |
| 1M High / 1M Low: |
1.04 |
0.74 |
| 6M High / 6M Low: |
1.04 |
0.15 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.87 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.55 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
126.85% |
| Volatility 6M: |
|
270.75% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
