Goldman Sachs Call 135 BALN 21.06.2024
/ DE000GG3X3C8
Goldman Sachs Call 135 BALN 21.06.../ DE000GG3X3C8 /
| 6/10/2024 11:27:23 AM |
Chg.- |
Bid10:00:44 PM |
Ask10:00:44 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.04EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
BALOISE N |
135.00 CHF |
6/21/2024 |
Call |
Master data
| WKN: |
GG3X3C |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
135.00 CHF |
| Maturity: |
6/21/2024 |
| Issue date: |
2/19/2024 |
| Last trading day: |
6/20/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.93 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.03 |
| Intrinsic value: |
2.01 |
| Implied volatility: |
0.94 |
| Historic volatility: |
0.18 |
| Parity: |
2.01 |
| Time value: |
0.29 |
| Break-even: |
162.40 |
| Moneyness: |
1.14 |
| Premium: |
0.02 |
| Premium p.a.: |
0.82 |
| Spread abs.: |
0.17 |
| Spread %: |
7.98% |
| Delta: |
0.82 |
| Theta: |
-0.32 |
| Omega: |
5.69 |
| Rho: |
0.03 |
Quote data
| Open: |
2.04 |
| High: |
2.04 |
| Low: |
2.04 |
| Previous Close: |
2.09 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.62% |
| 1 Month |
|
|
+87.16% |
| 3 Months |
|
|
+70.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.23 |
1.95 |
| 1M High / 1M Low: |
2.23 |
1.13 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.08 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.80 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
128.64% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
