Goldman Sachs Call 180 UHR 21.03..../  DE000GG5LG37  /

EUWAX
14/06/2024  10:04:47 Chg.+0.03 Bid22:00:38 Ask22:00:38 Underlying Strike price Expiration date Option type
2.28EUR +1.33% -
Bid Size: -
-
Ask Size: -
SWATCH GROUP I 180.00 CHF 21/03/2025 Call
 

Master data

WKN: GG5LG3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Call
Strike price: 180.00 CHF
Maturity: 21/03/2025
Issue date: 22/03/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 7.86
Leverage: Yes

Calculated values

Fair value: 2.24
Intrinsic value: 0.44
Implied volatility: 0.30
Historic volatility: 0.26
Parity: 0.44
Time value: 2.02
Break-even: 213.49
Moneyness: 1.02
Premium: 0.10
Premium p.a.: 0.14
Spread abs.: 0.07
Spread %: 2.93%
Delta: 0.63
Theta: -0.04
Omega: 4.92
Rho: 0.74
 

Quote data

Open: 2.28
High: 2.28
Low: 2.28
Previous Close: 2.25
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -5.00%
1 Month
  -14.61%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.44 2.25
1M High / 1M Low: 3.32 2.25
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.32
Avg. volume 1W:   0.00
Avg. price 1M:   2.61
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   114.25%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -