Goldman Sachs Call 90 SGSOF 20.12.2024
/ DE000GZ9V2S2
Goldman Sachs Call 90 SGSOF 20.12.../ DE000GZ9V2S2 /
27/09/2024 19:08:45 |
Chg.-0.250 |
Bid22:00:29 |
Ask22:00:29 |
Underlying |
Strike price |
Expiration date |
Option type |
0.700EUR |
-26.32% |
- Bid Size: - |
- Ask Size: - |
SGS SA |
90.00 - |
20/12/2024 |
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: |
20/12/2024 |
Issue date: |
16/05/2023 |
Last trading day: |
19/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
10.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.38 |
Intrinsic value: |
1.24 |
Implied volatility: |
- |
Historic volatility: |
0.24 |
Parity: |
1.24 |
Time value: |
-0.27 |
Break-even: |
99.70 |
Moneyness: |
1.14 |
Premium: |
-0.03 |
Premium p.a.: |
-0.11 |
Spread abs.: |
0.16 |
Spread %: |
19.75% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.700 |
High: |
0.700 |
Low: |
0.700 |
Previous Close: |
0.950 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-7.89% |
1 Month |
|
|
-2.78% |
3 Months |
|
|
+483.33% |
YTD |
|
|
+845.95% |
1 Year |
|
|
+311.76% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.950 |
0.760 |
1M High / 1M Low: |
0.950 |
0.680 |
6M High / 6M Low: |
0.950 |
0.080 |
High (YTD): |
26/09/2024 |
0.950 |
Low (YTD): |
10/01/2024 |
0.060 |
52W High: |
26/09/2024 |
0.950 |
52W Low: |
10/01/2024 |
0.060 |
Avg. price 1W: |
|
0.830 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.775 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.403 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.287 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
125.04% |
Volatility 6M: |
|
365.38% |
Volatility 1Y: |
|
311.28% |
Volatility 3Y: |
|
- |