Goldman Sachs Call 150 BALN 20.06.2025
/ DE000GP7BY02
Goldman Sachs Call 150 BALN 20.06.../ DE000GP7BY02 /
| 2024-05-17 11:00:20 AM |
Chg.-0.02 |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.10EUR |
-1.79% |
-
Bid Size: - |
-
Ask Size: - |
BALOISE N |
150.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
GP7BY0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
12.14 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.40 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.18 |
| Parity: |
-0.13 |
| Time value: |
1.24 |
| Break-even: |
164.21 |
| Moneyness: |
0.99 |
| Premium: |
0.09 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.14 |
| Spread %: |
12.73% |
| Delta: |
0.61 |
| Theta: |
-0.02 |
| Omega: |
7.42 |
| Rho: |
0.87 |
Quote data
| Open: |
1.10 |
| High: |
1.10 |
| Low: |
1.10 |
| Previous Close: |
1.12 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.57% |
| 1 Month |
|
|
+107.55% |
| 3 Months |
|
|
+44.74% |
| YTD |
|
|
+111.54% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
0.93 |
| 1M High / 1M Low: |
1.12 |
0.50 |
| 6M High / 6M Low: |
1.12 |
0.42 |
| High (YTD): |
2024-05-16 |
1.12 |
| Low (YTD): |
2024-01-11 |
0.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.02 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.75 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.59 |
| Avg. volume 6M: |
|
325.20 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
113.76% |
| Volatility 6M: |
|
105.95% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
