Goldman Sachs Call 150 BALN 20.09.2024
/ DE000GQ7QUE4
Goldman Sachs Call 150 BALN 20.09.../ DE000GQ7QUE4 /
| 2024-05-31 10:48:57 AM |
Chg.+0.080 |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
+9.30% |
-
Bid Size: - |
-
Ask Size: - |
BALOISE N |
150.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
GQ7QUE |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 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: |
14.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.99 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.21 |
| Historic volatility: |
0.18 |
| Parity: |
0.46 |
| Time value: |
0.60 |
| Break-even: |
163.83 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.14 |
| Spread %: |
15.22% |
| Delta: |
0.66 |
| Theta: |
-0.04 |
| Omega: |
9.85 |
| Rho: |
0.29 |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.940 |
| Previous Close: |
0.860 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+20.51% |
| 1 Month |
|
|
+261.54% |
| 3 Months |
|
|
+176.47% |
| YTD |
|
|
+370.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.940 |
0.840 |
| 1M High / 1M Low: |
0.940 |
0.240 |
| 6M High / 6M Low: |
0.940 |
0.140 |
| High (YTD): |
2024-05-31 |
0.940 |
| Low (YTD): |
2024-04-05 |
0.140 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.896 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.620 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.311 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
187.90% |
| Volatility 6M: |
|
180.00% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
