Goldman Sachs Call 120 BALN 21.06.2024
/ DE000GP7BSA9
Goldman Sachs Call 120 BALN 21.06.../ DE000GP7BSA9 /
| 2024-05-02 11:22:22 AM |
Chg.0.00 |
Bid6:09:22 PM |
Ask6:09:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.01EUR |
0.00% |
1.98
Bid Size: 5,000 |
2.05
Ask Size: 5,000 |
BALOISE N |
120.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
GP7BSA |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.71 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.93 |
| Intrinsic value: |
1.86 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.19 |
| Parity: |
1.86 |
| Time value: |
0.24 |
| Break-even: |
143.31 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.07 |
| Spread %: |
3.45% |
| Delta: |
0.85 |
| Theta: |
-0.06 |
| Omega: |
5.71 |
| Rho: |
0.14 |
Quote data
| Open: |
2.01 |
| High: |
2.01 |
| Low: |
2.01 |
| Previous Close: |
2.01 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.01% |
| 1 Month |
|
|
-5.19% |
| 3 Months |
|
|
-10.67% |
| YTD |
|
|
+31.37% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.47 |
1.99 |
| 1M High / 1M Low: |
2.47 |
1.78 |
| 6M High / 6M Low: |
2.83 |
1.32 |
| High (YTD): |
2024-03-13 |
2.83 |
| Low (YTD): |
2024-01-09 |
1.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.13 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.10 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
145.24% |
| Volatility 6M: |
|
97.34% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
