Goldman Sachs Call 120 BALN 20.06.2025
/ DE000GP7BRZ8
Goldman Sachs Call 120 BALN 20.06.../ DE000GP7BRZ8 /
| 2024-05-31 10:59:42 AM |
Chg.+0.05 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.84EUR |
+1.32% |
-
Bid Size: - |
-
Ask Size: - |
BALOISE N |
120.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
GP7BRZ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-03 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.06 |
| Intrinsic value: |
3.52 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.18 |
| Parity: |
3.52 |
| Time value: |
0.54 |
| Break-even: |
163.18 |
| Moneyness: |
1.29 |
| Premium: |
0.03 |
| Premium p.a.: |
0.03 |
| Spread abs.: |
0.20 |
| Spread %: |
5.18% |
| Delta: |
0.95 |
| Theta: |
-0.02 |
| Omega: |
3.70 |
| Rho: |
1.15 |
Quote data
| Open: |
3.84 |
| High: |
3.84 |
| Low: |
3.84 |
| Previous Close: |
3.79 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.26% |
| 1 Month |
|
|
+58.02% |
| 3 Months |
|
|
+47.69% |
| YTD |
|
|
+108.70% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.84 |
3.68 |
| 1M High / 1M Low: |
3.84 |
2.43 |
| 6M High / 6M Low: |
3.84 |
1.69 |
| High (YTD): |
2024-05-31 |
3.84 |
| Low (YTD): |
2024-01-11 |
1.69 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
56.26% |
| Volatility 6M: |
|
70.46% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
