Goldman Sachs Call 150 BALN 20.06.2025
/ DE000GP7BY02
Goldman Sachs Call 150 BALN 20.06.../ DE000GP7BY02 /
| 2024-06-10 11:23:01 AM |
Chg.-0.02 |
Bid10:00:45 PM |
Ask10:00:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.42EUR |
-1.39% |
-
Bid Size: - |
-
Ask Size: - |
BALOISE N |
150.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
GP7BY0 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-07-03 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.73 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.18 |
| Parity: |
0.46 |
| Time value: |
1.14 |
| Break-even: |
170.89 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.11 |
| Spread %: |
7.38% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
6.88 |
| Rho: |
0.97 |
Quote data
| Open: |
1.42 |
| High: |
1.42 |
| Low: |
1.42 |
| Previous Close: |
1.44 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.70% |
| 1 Month |
|
|
+54.35% |
| 3 Months |
|
|
+86.84% |
| YTD |
|
|
+173.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.36 |
| 1M High / 1M Low: |
1.53 |
0.92 |
| 6M High / 6M Low: |
1.53 |
0.42 |
| High (YTD): |
2024-06-06 |
1.53 |
| Low (YTD): |
2024-01-11 |
0.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.70 |
| Avg. volume 6M: |
|
245.90 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.19% |
| Volatility 6M: |
|
103.85% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
