Goldman Sachs Call 160 UHR 20.06.2025
/ DE000GG7AGQ3
Goldman Sachs Call 160 UHR 20.06..../ DE000GG7AGQ3 /
| 2024-06-06 10:56:32 AM |
Chg.-0.04 |
Bid10:00:41 PM |
Ask10:00:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.18EUR |
-0.95% |
-
Bid Size: - |
-
Ask Size: - |
SWATCH GROUP I |
160.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
GG7AGQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.33 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.16 |
| Intrinsic value: |
2.93 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.26 |
| Parity: |
2.93 |
| Time value: |
1.55 |
| Break-even: |
209.56 |
| Moneyness: |
1.18 |
| Premium: |
0.08 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.10 |
| Spread %: |
2.28% |
| Delta: |
0.78 |
| Theta: |
-0.04 |
| Omega: |
3.39 |
| Rho: |
1.11 |
Quote data
| Open: |
4.18 |
| High: |
4.18 |
| Low: |
4.18 |
| Previous Close: |
4.22 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.96% |
| 1 Month |
|
|
-0.48% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.45 |
4.04 |
| 1M High / 1M Low: |
5.08 |
4.04 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.24 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.31 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
78.45% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
