Goldman Sachs Call 130 BALN 21.06.2024
/ DE000GG0KCE2
Goldman Sachs Call 130 BALN 21.06.../ DE000GG0KCE2 /
| 6/7/2024 9:26:44 AM |
Chg.-0.09 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
-3.33% |
-
Bid Size: - |
-
Ask Size: - |
BALOISE N |
130.00 CHF |
6/21/2024 |
Call |
Master data
| WKN: |
GG0KCE |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 CHF |
| Maturity: |
6/21/2024 |
| Issue date: |
12/5/2023 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.68 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.55 |
| Intrinsic value: |
2.54 |
| Implied volatility: |
0.99 |
| Historic volatility: |
0.18 |
| Parity: |
2.54 |
| Time value: |
0.27 |
| Break-even: |
162.33 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.61 |
| Spread abs.: |
0.22 |
| Spread %: |
8.49% |
| Delta: |
0.85 |
| Theta: |
-0.28 |
| Omega: |
4.82 |
| Rho: |
0.04 |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
2.70 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.35% |
| 1 Month |
|
|
+94.78% |
| 3 Months |
|
|
+54.44% |
| YTD |
|
|
+234.62% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.70 |
2.45 |
| 1M High / 1M Low: |
2.70 |
1.57 |
| 6M High / 6M Low: |
2.70 |
0.63 |
| High (YTD): |
6/6/2024 |
2.70 |
| Low (YTD): |
1/9/2024 |
0.63 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.25 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
83.80% |
| Volatility 6M: |
|
149.94% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
