Goldman Sachs Call 60 SGSN 19.12..../  DE000GG2E260  /

EUWAX
2024-06-07  10:36:17 AM Chg.+0.08 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
2.61EUR +3.16% -
Bid Size: -
-
Ask Size: -
SGS N 60.00 CHF 2025-12-19 Call
 

Master data

WKN: GG2E26
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS N
Type: Warrant
Option type: Call
Strike price: 60.00 CHF
Maturity: 2025-12-19
Issue date: 2024-01-12
Last trading day: 2025-12-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.28
Leverage: Yes

Calculated values

Fair value: 2.81
Intrinsic value: 2.40
Implied volatility: -
Historic volatility: 0.22
Parity: 2.40
Time value: 0.22
Break-even: 88.16
Moneyness: 1.39
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.16
Spread %: 6.50%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.61
High: 2.61
Low: 2.61
Previous Close: 2.53
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.16%
1 Month  
+5.24%
3 Months
  -7.77%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.61 2.38
1M High / 1M Low: 2.66 2.22
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.50
Avg. volume 1W:   0.00
Avg. price 1M:   2.46
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   51.90%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -