Goldman Sachs Call 90 SGSOF 20.12.2024
/ DE000GZ9V2S2
Goldman Sachs Call 90 SGSOF 20.12.../ DE000GZ9V2S2 /
7/18/2024 9:59:53 AM |
Chg.0.000 |
Bid7/18/2024 |
Ask7/18/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
0.00% |
0.110 Bid Size: 10,000 |
0.140 Ask Size: 3,000 |
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: |
48.60 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.17 |
Historic volatility: |
0.22 |
Parity: |
-0.69 |
Time value: |
0.17 |
Break-even: |
91.71 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
0.26 |
Spread abs.: |
0.05 |
Spread %: |
41.32% |
Delta: |
0.30 |
Theta: |
-0.01 |
Omega: |
14.74 |
Rho: |
0.10 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.110 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-8.33% |
1 Month |
|
|
-38.89% |
3 Months |
|
|
-54.17% |
YTD |
|
|
+48.65% |
1 Year |
|
|
-70.27% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.130 |
0.110 |
1M High / 1M Low: |
0.180 |
0.080 |
6M High / 6M Low: |
0.380 |
0.080 |
High (YTD): |
3/13/2024 |
0.380 |
Low (YTD): |
1/10/2024 |
0.060 |
52W High: |
8/10/2023 |
0.510 |
52W Low: |
1/10/2024 |
0.060 |
Avg. price 1W: |
|
0.118 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.123 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.219 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.223 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
297.64% |
Volatility 6M: |
|
265.70% |
Volatility 1Y: |
|
214.78% |
Volatility 3Y: |
|
- |