Goldman Sachs Call 140 BALN 20.09.2024
/ DE000GQ7QTH9
Goldman Sachs Call 140 BALN 20.09.../ DE000GQ7QTH9 /
6/10/2024 11:07:53 AM |
Chg.-0.07 |
Bid10:00:46 PM |
Ask10:00:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.73EUR |
-3.89% |
- Bid Size: - |
- Ask Size: - |
BALOISE N |
140.00 CHF |
9/20/2024 |
Call |
Master data
WKN: |
GQ7QTH |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
BALOISE N |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 CHF |
Maturity: |
9/20/2024 |
Issue date: |
10/20/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
8.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.74 |
Intrinsic value: |
1.49 |
Implied volatility: |
0.27 |
Historic volatility: |
0.18 |
Parity: |
1.49 |
Time value: |
0.44 |
Break-even: |
163.86 |
Moneyness: |
1.10 |
Premium: |
0.03 |
Premium p.a.: |
0.10 |
Spread abs.: |
0.17 |
Spread %: |
9.66% |
Delta: |
0.79 |
Theta: |
-0.04 |
Omega: |
6.56 |
Rho: |
0.30 |
Quote data
Open: |
1.73 |
High: |
1.73 |
Low: |
1.73 |
Previous Close: |
1.80 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.59% |
1 Month |
|
|
+74.75% |
3 Months |
|
|
+94.38% |
YTD |
|
|
+311.90% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.88 |
1.67 |
1M High / 1M Low: |
1.88 |
1.03 |
6M High / 6M Low: |
1.88 |
0.32 |
High (YTD): |
6/6/2024 |
1.88 |
Low (YTD): |
1/11/2024 |
0.32 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.77 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.54 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
0.75 |
Avg. volume 6M: |
|
24.39 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
112.48% |
Volatility 6M: |
|
156.15% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |