Goldman Sachs Call 70 SGSN 20.06.2025
/ DE000GQ7QS43
Goldman Sachs Call 70 SGSN 20.06..../ DE000GQ7QS43 /
| 2024-06-07 10:39:22 AM |
Chg.+0.08 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
+5.06% |
-
Bid Size: - |
-
Ask Size: - |
SGS N |
70.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
GQ7QS4 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SGS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.79 |
| Intrinsic value: |
1.36 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.22 |
| Parity: |
1.36 |
| Time value: |
0.32 |
| Break-even: |
89.08 |
| Moneyness: |
1.19 |
| Premium: |
0.04 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
3.07% |
| Delta: |
0.92 |
| Theta: |
-0.01 |
| Omega: |
4.72 |
| Rho: |
0.64 |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.58 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.75% |
| 1 Month |
|
|
+7.79% |
| 3 Months |
|
|
-7.78% |
| YTD |
|
|
+140.58% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.45 |
| 1M High / 1M Low: |
1.73 |
1.33 |
| 6M High / 6M Low: |
1.99 |
0.59 |
| High (YTD): |
2024-03-28 |
1.99 |
| Low (YTD): |
2024-01-10 |
0.59 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.56 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.53 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.35 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
77.16% |
| Volatility 6M: |
|
118.90% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
