Goldman Sachs Call 120 SGSN 20.06.2025
/ DE000GP7S482
Goldman Sachs Call 120 SGSN 20.06.../ DE000GP7S482 /
| 2024-06-07 9:28:01 AM |
Chg.-0.003 |
Bid5:30:16 PM |
Ask5:30:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.028EUR |
-9.68% |
0.030
Bid Size: 10,000 |
-
Ask Size: - |
SGS N |
120.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
GP7S48 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SGS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-12 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
179.17 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.07 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.22 |
| Parity: |
-3.79 |
| Time value: |
0.05 |
| Break-even: |
124.39 |
| Moneyness: |
0.69 |
| Premium: |
0.45 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.03 |
| Spread %: |
108.70% |
| Delta: |
0.07 |
| Theta: |
0.00 |
| Omega: |
12.03 |
| Rho: |
0.05 |
Quote data
| Open: |
0.028 |
| High: |
0.028 |
| Low: |
0.028 |
| Previous Close: |
0.031 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.45% |
| 1 Month |
|
|
-17.65% |
| 3 Months |
|
|
-22.22% |
| YTD |
|
|
+12.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.031 |
0.027 |
| 1M High / 1M Low: |
0.045 |
0.025 |
| 6M High / 6M Low: |
0.051 |
0.020 |
| High (YTD): |
2024-02-05 |
0.051 |
| Low (YTD): |
2024-01-22 |
0.020 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.029 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.031 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.033 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
260.21% |
| Volatility 6M: |
|
245.63% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
