Goldman Sachs Call 120 BALN 21.06.2024
/ DE000GP7BSA9
Goldman Sachs Call 120 BALN 21.06.../ DE000GP7BSA9 /
| 2024-06-11 10:53:19 AM |
Chg.+0.02 |
Bid1:06:41 PM |
Ask1:06:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.62EUR |
+0.56% |
3.58
Bid Size: 10,000 |
3.63
Ask Size: 10,000 |
BALOISE N |
120.00 CHF |
2024-06-21 |
Call |
Master data
| WKN: |
GP7BSA |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 CHF |
| Maturity: |
2024-06-21 |
| Issue date: |
2023-07-03 |
| Last trading day: |
2024-06-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.57 |
| Intrinsic value: |
3.56 |
| Implied volatility: |
1.50 |
| Historic volatility: |
0.18 |
| Parity: |
3.56 |
| Time value: |
0.29 |
| Break-even: |
162.83 |
| Moneyness: |
1.29 |
| Premium: |
0.02 |
| Premium p.a.: |
0.94 |
| Spread abs.: |
0.15 |
| Spread %: |
4.05% |
| Delta: |
0.87 |
| Theta: |
-0.42 |
| Omega: |
3.63 |
| Rho: |
0.03 |
Quote data
| Open: |
3.62 |
| High: |
3.62 |
| Low: |
3.62 |
| Previous Close: |
3.60 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.02% |
| 1 Month |
|
|
+39.77% |
| 3 Months |
|
|
+36.60% |
| YTD |
|
|
+136.60% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.75 |
3.48 |
| 1M High / 1M Low: |
3.75 |
2.65 |
| 6M High / 6M Low: |
3.75 |
1.39 |
| High (YTD): |
2024-06-06 |
3.75 |
| Low (YTD): |
2024-01-09 |
1.39 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.61 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.32 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
2.29 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
64.35% |
| Volatility 6M: |
|
87.45% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
