Goldman Sachs Call 150 CHKP 17.01.2025
/ DE000GG8CEV2
Goldman Sachs Call 150 CHKP 17.01.../ DE000GG8CEV2 /
2024-09-20 9:09:18 AM |
Chg.-0.16 |
Bid10:00:26 PM |
Ask10:00:26 PM |
Underlying |
Strike price |
Expiration date |
Option type |
3.98EUR |
-3.86% |
- Bid Size: - |
- Ask Size: - |
Check Point Software... |
150.00 USD |
2025-01-17 |
Call |
Master data
WKN: |
GG8CEV |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Check Point Software Technologies Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 USD |
Maturity: |
2025-01-17 |
Issue date: |
2024-05-21 |
Last trading day: |
2025-01-16 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.92 |
Intrinsic value: |
3.76 |
Implied volatility: |
0.35 |
Historic volatility: |
0.22 |
Parity: |
3.76 |
Time value: |
0.28 |
Break-even: |
174.82 |
Moneyness: |
1.28 |
Premium: |
0.02 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
0.75% |
Delta: |
0.92 |
Theta: |
-0.03 |
Omega: |
3.92 |
Rho: |
0.38 |
Quote data
Open: |
3.98 |
High: |
3.98 |
Low: |
3.98 |
Previous Close: |
4.14 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.73% |
1 Month |
|
|
+2.05% |
3 Months |
|
|
+127.43% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
4.41 |
3.98 |
1M High / 1M Low: |
4.41 |
3.71 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
4.17 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.03 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
68.66% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |