Goldman Sachs Call 140 BALN 20.06.2025
/ DE000GQ8ZTH8
Goldman Sachs Call 140 BALN 20.06.../ DE000GQ8ZTH8 /
| 2024-06-07 9:42:31 AM |
Chg.-0.06 |
Bid12:17:29 PM |
Ask12:17:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.22EUR |
-2.63% |
2.21
Bid Size: 10,000 |
2.26
Ask Size: 10,000 |
BALOISE N |
140.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
GQ8ZTH |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
140.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-11-16 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.38 |
| Intrinsic value: |
1.46 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.18 |
| Parity: |
1.46 |
| Time value: |
0.82 |
| Break-even: |
167.36 |
| Moneyness: |
1.10 |
| Premium: |
0.05 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.06 |
| Spread %: |
2.70% |
| Delta: |
0.82 |
| Theta: |
-0.02 |
| Omega: |
5.71 |
| Rho: |
1.11 |
Quote data
| Open: |
2.22 |
| High: |
2.22 |
| Low: |
2.22 |
| Previous Close: |
2.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.78% |
| 1 Month |
|
|
+69.47% |
| 3 Months |
|
|
+76.19% |
| YTD |
|
|
+174.07% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
2.11 |
| 1M High / 1M Low: |
2.28 |
1.31 |
| 6M High / 6M Low: |
2.28 |
0.65 |
| High (YTD): |
2024-06-06 |
2.28 |
| Low (YTD): |
2024-01-11 |
0.65 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.11 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
76.28% |
| Volatility 6M: |
|
105.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
