Goldman Sachs Call 160 BALN 20.09.2024
/ DE000GG19MF3
Goldman Sachs Call 160 BALN 20.09.../ DE000GG19MF3 /
| 6/7/2024 9:45:52 AM |
Chg.-0.030 |
Bid10:00:43 PM |
Ask10:00:43 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-6.67% |
-
Bid Size: - |
-
Ask Size: - |
BALOISE N |
160.00 CHF |
9/20/2024 |
Call |
Master data
| WKN: |
GG19MF |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
BALOISE N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 CHF |
| Maturity: |
9/20/2024 |
| Issue date: |
12/20/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
31.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.20 |
| Historic volatility: |
0.18 |
| Parity: |
-0.56 |
| Time value: |
0.50 |
| Break-even: |
170.24 |
| Moneyness: |
0.97 |
| Premium: |
0.07 |
| Premium p.a.: |
0.25 |
| Spread abs.: |
0.10 |
| Spread %: |
25.75% |
| Delta: |
0.43 |
| Theta: |
-0.04 |
| Omega: |
13.66 |
| Rho: |
0.18 |
Quote data
| Open: |
0.420 |
| High: |
0.420 |
| Low: |
0.420 |
| Previous Close: |
0.450 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.44% |
| 1 Month |
|
|
+250.00% |
| 3 Months |
|
|
+121.05% |
| YTD |
|
|
+281.82% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.450 |
0.360 |
| 1M High / 1M Low: |
0.450 |
0.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
6/6/2024 |
0.450 |
| Low (YTD): |
4/5/2024 |
0.047 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.314 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
222.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
