Goldman Sachs Call 90 SWKS 17.01.2025
/ DE000GG7TPQ4
Goldman Sachs Call 90 SWKS 17.01..../ DE000GG7TPQ4 /
| 11/12/2024 6:18:11 PM |
Chg.-0.120 |
Bid6:55:43 PM |
Ask6:55:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.410EUR |
-22.64% |
0.400
Bid Size: 10,000 |
0.450
Ask Size: 10,000 |
Skyworks Solutions I... |
90.00 USD |
1/17/2025 |
Call |
Master data
| WKN: |
GG7TPQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Skyworks Solutions Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 USD |
| Maturity: |
1/17/2025 |
| Issue date: |
5/9/2024 |
| Last trading day: |
1/16/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
16.18 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.33 |
| Parity: |
-0.19 |
| Time value: |
0.51 |
| Break-even: |
89.50 |
| Moneyness: |
0.98 |
| Premium: |
0.08 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.04 |
| Spread %: |
8.51% |
| Delta: |
0.50 |
| Theta: |
-0.05 |
| Omega: |
8.02 |
| Rho: |
0.06 |
Quote data
| Open: |
0.410 |
| High: |
0.410 |
| Low: |
0.410 |
| Previous Close: |
0.530 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-22.64% |
| 1 Month |
|
|
-63.06% |
| 3 Months |
|
|
-74.69% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.620 |
0.520 |
| 1M High / 1M Low: |
1.300 |
0.520 |
| 6M High / 6M Low: |
2.950 |
0.520 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.550 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.899 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.545 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.01% |
| Volatility 6M: |
|
159.39% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
