Goldman Sachs Call 135 BALN 21.06.2024
/ DE000GG3X3C8
Goldman Sachs Call 135 BALN 21.06.../ DE000GG3X3C8 /
| 2024-05-02 11:24:29 AM |
Chg.-0.010 |
Bid4:09:44 PM |
Ask4:09:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.620EUR |
-1.59% |
0.600
Bid Size: 20,000 |
0.620
Ask Size: 20,000 |
BALOISE N |
135.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
GG3X3C |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2024-02-19 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
19.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.33 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.19 |
| Parity: |
0.33 |
| Time value: |
0.38 |
| Break-even: |
144.70 |
| Moneyness: |
1.02 |
| Premium: |
0.03 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.07 |
| Spread %: |
10.94% |
| Delta: |
0.65 |
| Theta: |
-0.05 |
| Omega: |
12.83 |
| Rho: |
0.12 |
Quote data
| Open: |
0.620 |
| High: |
0.620 |
| Low: |
0.620 |
| Previous Close: |
0.630 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+40.91% |
| 1 Month |
|
|
-4.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.040 |
0.440 |
| 1M High / 1M Low: |
1.040 |
0.380 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.616 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
480.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
