Goldman Sachs Call 180 UHR 21.03.2025
/ DE000GG5LG37
Goldman Sachs Call 180 UHR 21.03..../ DE000GG5LG37 /
| 2024-05-22 10:47:58 AM |
Chg.-0.24 |
Bid11:42:56 AM |
Ask11:42:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.76EUR |
-8.00% |
2.73
Bid Size: 20,000 |
2.78
Ask Size: 20,000 |
SWATCH GROUP I |
180.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
GG5LG3 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
180.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.53 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.13 |
| Intrinsic value: |
1.59 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
1.59 |
| Time value: |
1.44 |
| Break-even: |
212.35 |
| Moneyness: |
1.09 |
| Premium: |
0.07 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.07 |
| Spread %: |
2.36% |
| Delta: |
0.73 |
| Theta: |
-0.04 |
| Omega: |
4.76 |
| Rho: |
0.95 |
Quote data
| Open: |
2.76 |
| High: |
2.76 |
| Low: |
2.76 |
| Previous Close: |
3.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.37% |
| 1 Month |
|
|
+11.29% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.32 |
2.67 |
| 1M High / 1M Low: |
3.32 |
2.40 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.97 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.72 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
112.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
