Goldman Sachs Call 140 BALN 20.09.2024
/ DE000GQ7QTH9
Goldman Sachs Call 140 BALN 20.09.../ DE000GQ7QTH9 /
| 6/11/2024 10:40:18 AM |
Chg.+0.04 |
Bid6:08:53 PM |
Ask6:08:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.77EUR |
+2.31% |
1.69
Bid Size: 5,000 |
1.79
Ask Size: 5,000 |
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: |
8.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
1.49 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.18 |
| Parity: |
1.49 |
| Time value: |
0.44 |
| Break-even: |
164.35 |
| Moneyness: |
1.10 |
| Premium: |
0.03 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.10 |
| Spread %: |
5.46% |
| Delta: |
0.79 |
| Theta: |
-0.04 |
| Omega: |
6.55 |
| Rho: |
0.30 |
Quote data
| Open: |
1.77 |
| High: |
1.77 |
| Low: |
1.77 |
| Previous Close: |
1.73 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.99% |
| 1 Month |
|
|
+78.79% |
| 3 Months |
|
|
+98.88% |
| YTD |
|
|
+321.43% |
| 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: |
|
- |
