Goldman Sachs Call 140 BALN 20.09.2024
/ DE000GQ7QTH9
Goldman Sachs Call 140 BALN 20.09.../ DE000GQ7QTH9 /
| 2024-06-06 10:02:49 AM |
Chg.+0.10 |
Bid9:10:29 PM |
Ask9:10:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
+5.62% |
1.83
Bid Size: 5,000 |
-
Ask Size: - |
BALOISE N |
140.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
GQ7QTH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-10-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.32 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
1.47 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.18 |
| Parity: |
1.47 |
| Time value: |
0.44 |
| Break-even: |
163.26 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.09 |
| Spread %: |
4.95% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
6.61 |
| Rho: |
0.31 |
Quote data
| Open: |
1.88 |
| High: |
1.88 |
| Low: |
1.88 |
| Previous Close: |
1.78 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+16.77% |
| 1 Month |
|
|
+126.51% |
| 3 Months |
|
|
+135.00% |
| YTD |
|
|
+347.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.78 |
1.61 |
| 1M High / 1M Low: |
1.78 |
0.82 |
| 6M High / 6M Low: |
1.78 |
0.32 |
| High (YTD): |
2024-06-05 |
1.78 |
| Low (YTD): |
2024-01-11 |
0.32 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.71 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.38 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.71 |
| Avg. volume 6M: |
|
24.39 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
106.85% |
| Volatility 6M: |
|
155.89% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
