Goldman Sachs Call 160 UHR 20.06.2025
/ DE000GG7AGQ3
Goldman Sachs Call 160 UHR 20.06..../ DE000GG7AGQ3 /
| 2024-05-28 12:28:36 PM |
Chg.+0.03 |
Bid2:15:45 PM |
Ask2:15:45 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.29EUR |
+0.70% |
4.33
Bid Size: 10,000 |
4.36
Ask Size: 10,000 |
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: |
4.45 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.37 |
| Intrinsic value: |
3.14 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.27 |
| Parity: |
3.14 |
| Time value: |
1.19 |
| Break-even: |
204.58 |
| Moneyness: |
1.19 |
| Premium: |
0.06 |
| Premium p.a.: |
0.06 |
| Spread abs.: |
0.10 |
| Spread %: |
2.36% |
| Delta: |
0.83 |
| Theta: |
-0.03 |
| Omega: |
3.68 |
| Rho: |
1.23 |
Quote data
| Open: |
4.29 |
| High: |
4.29 |
| Low: |
4.29 |
| Previous Close: |
4.26 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.92% |
| 1 Month |
|
|
+1.18% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.71 |
4.11 |
| 1M High / 1M Low: |
5.08 |
4.11 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.30 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.34 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
