Goldman Sachs Call 160 UHR 20.06.2025
/ DE000GG7AGQ3
Goldman Sachs Call 160 UHR 20.06..../ DE000GG7AGQ3 /
| 2024-06-14 10:50:55 AM |
Chg.-0.06 |
Bid10:51:25 AM |
Ask10:51:25 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.83EUR |
-1.54% |
3.83
Bid Size: 20,000 |
3.86
Ask Size: 20,000 |
SWATCH GROUP I |
160.00 CHF |
2025-06-20 |
Call |
Master data
| WKN: |
GG7AGQ |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 CHF |
| Maturity: |
2025-06-20 |
| Issue date: |
2024-04-23 |
| Last trading day: |
2025-06-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.09 |
| Intrinsic value: |
2.85 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.26 |
| Parity: |
2.85 |
| Time value: |
1.22 |
| Break-even: |
207.40 |
| Moneyness: |
1.17 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.07 |
| Spread %: |
1.75% |
| Delta: |
0.81 |
| Theta: |
-0.03 |
| Omega: |
3.88 |
| Rho: |
1.19 |
Quote data
| Open: |
3.83 |
| High: |
3.83 |
| Low: |
3.83 |
| Previous Close: |
3.89 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.79% |
| 1 Month |
|
|
-10.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.07 |
3.80 |
| 1M High / 1M Low: |
5.08 |
3.80 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.93 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
86.73% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
