Goldman Sachs Call 120 BALN 20.09.2024
/ DE000GQ7QTL1
Goldman Sachs Call 120 BALN 20.09.../ DE000GQ7QTL1 /
| 2024-06-07 10:39:24 AM |
Chg.-0.09 |
Bid1:38:39 PM |
Ask1:38:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.74EUR |
-2.35% |
3.73
Bid Size: 20,000 |
3.76
Ask Size: 20,000 |
BALOISE N |
120.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
GQ7QTL |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 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: |
4.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.66 |
| Intrinsic value: |
3.53 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.18 |
| Parity: |
3.53 |
| Time value: |
0.34 |
| Break-even: |
162.61 |
| Moneyness: |
1.28 |
| Premium: |
0.02 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.14 |
| Spread %: |
3.75% |
| Delta: |
0.89 |
| Theta: |
-0.04 |
| Omega: |
3.67 |
| Rho: |
0.30 |
Quote data
| Open: |
3.74 |
| High: |
3.74 |
| Low: |
3.74 |
| Previous Close: |
3.83 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.03% |
| 1 Month |
|
|
+53.28% |
| 3 Months |
|
|
+42.21% |
| YTD |
|
|
+133.75% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.83 |
3.58 |
| 1M High / 1M Low: |
3.83 |
2.44 |
| 6M High / 6M Low: |
3.83 |
1.44 |
| High (YTD): |
2024-06-06 |
3.83 |
| Low (YTD): |
2024-01-09 |
1.44 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.68 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.30 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
53.58% |
| Volatility 6M: |
|
83.76% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
