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Goldman Sachs Call 200 BALN 20.09.../  DE000GQ7NH15  /

EUWAX
2024-05-17  10:23:59 AM Chg.0.000 Bid12:00:49 PM Ask12:00:49 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 10,000		 0.100
Ask Size: 5,000		 BALOISE N 200.00 CHF 2024-09-20 Call
 

Master data

WKN: GQ7NH1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: BALOISE N
Type: Warrant
Option type: Call
Strike price: 200.00 CHF
Maturity: 2024-09-20
Issue date: 2023-10-19
Last trading day: 2024-09-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 147.45
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.18
Parity: -5.27
Time value: 0.10
Break-even: 204.12
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 1.42
Spread abs.: 0.10
Spread %: 10,100.00%
Delta: 0.08
Theta: -0.02
Omega: 12.21
Rho: 0.04
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -75.00%
3 Months
  -90.00%
YTD
  -90.00%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.001
1M High / 1M Low: 0.010 0.001
6M High / 6M Low: 0.030 0.001
High (YTD): 2024-05-02 0.010
Low (YTD): 2024-05-16 0.001
52W High: - -
52W Low: - -
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.008
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   1,658.25%
Volatility 6M:   1,324.90%
Volatility 1Y:   -
Volatility 3Y:   -