Goldman Sachs Call 150 BALN 20.06.2025
/ DE000GP7BY02
Goldman Sachs Call 150 BALN 20.06.../ DE000GP7BY02 /
| 6/11/2024 10:53:20 AM |
Chg.+0.02 |
Bid11:51:41 AM |
Ask11:51:41 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.44EUR |
+1.41% |
1.43
Bid Size: 10,000 |
1.46
Ask Size: 10,000 |
BALOISE N |
150.00 CHF |
6/20/2025 |
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: |
6/20/2025 |
| Issue date: |
7/3/2023 |
| Last trading day: |
6/19/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.72 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.18 |
| Parity: |
0.45 |
| Time value: |
1.15 |
| Break-even: |
171.41 |
| Moneyness: |
1.03 |
| Premium: |
0.07 |
| Premium p.a.: |
0.07 |
| Spread abs.: |
0.10 |
| Spread %: |
6.67% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
6.87 |
| Rho: |
0.96 |
Quote data
| Open: |
1.44 |
| High: |
1.44 |
| Low: |
1.44 |
| Previous Close: |
1.42 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.88% |
| 1 Month |
|
|
+56.52% |
| 3 Months |
|
|
+92.00% |
| YTD |
|
|
+176.92% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.53 |
1.36 |
| 1M High / 1M Low: |
1.53 |
0.93 |
| 6M High / 6M Low: |
1.53 |
0.42 |
| High (YTD): |
6/6/2024 |
1.53 |
| Low (YTD): |
1/11/2024 |
0.42 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.44 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.29 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.70 |
| Avg. volume 6M: |
|
243.90 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.11% |
| Volatility 6M: |
|
103.50% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
