Goldman Sachs Call 90 SGSOF 20.12.2024
/ DE000GZ9V2S2
Goldman Sachs Call 90 SGSOF 20.12.../ DE000GZ9V2S2 /
10/18/2024 9:11:49 AM |
Chg.+0.030 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.900EUR |
+3.45% |
- Bid Size: - |
- Ask Size: - |
SGS SA |
90.00 - |
12/20/2024 |
Call |
Master data
WKN: |
GZ9V2S |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SGS SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
12/20/2024 |
Issue date: |
5/16/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.80 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.35 |
Intrinsic value: |
1.26 |
Implied volatility: |
- |
Historic volatility: |
0.24 |
Parity: |
1.26 |
Time value: |
-0.31 |
Break-even: |
99.50 |
Moneyness: |
1.14 |
Premium: |
-0.03 |
Premium p.a.: |
-0.17 |
Spread abs.: |
0.05 |
Spread %: |
5.56% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.900 |
High: |
0.900 |
Low: |
0.900 |
Previous Close: |
0.870 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+26.76% |
1 Month |
|
|
+18.42% |
3 Months |
|
|
+718.18% |
YTD |
|
|
+1116.22% |
1 Year |
|
|
+429.41% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.900 |
0.800 |
1M High / 1M Low: |
0.950 |
0.530 |
6M High / 6M Low: |
0.950 |
0.080 |
High (YTD): |
9/26/2024 |
0.950 |
Low (YTD): |
1/10/2024 |
0.060 |
52W High: |
9/26/2024 |
0.950 |
52W Low: |
1/10/2024 |
0.060 |
Avg. price 1W: |
|
0.844 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.747 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.457 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.321 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
202.92% |
Volatility 6M: |
|
373.55% |
Volatility 1Y: |
|
315.36% |
Volatility 3Y: |
|
- |