Goldman Sachs Call 200 UHR 20.12.2024
/ DE000GG5EU38
Goldman Sachs Call 200 UHR 20.12..../ DE000GG5EU38 /
| 2024-09-19 10:38:03 AM |
Chg.+0.030 |
Bid9:55:56 PM |
Ask9:55:56 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
+50.00% |
0.080
Bid Size: 10,000 |
-
Ask Size: - |
SWATCH GROUP I |
200.00 CHF |
2024-12-20 |
Call |
Master data
| WKN: |
GG5EU3 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 CHF |
| Maturity: |
2024-12-20 |
| Issue date: |
2024-03-20 |
| Last trading day: |
2024-12-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
119.85 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.26 |
| Parity: |
-5.08 |
| Time value: |
0.14 |
| Break-even: |
213.92 |
| Moneyness: |
0.76 |
| Premium: |
0.32 |
| Premium p.a.: |
2.03 |
| Spread abs.: |
0.07 |
| Spread %: |
107.69% |
| Delta: |
0.10 |
| Theta: |
-0.03 |
| Omega: |
11.93 |
| Rho: |
0.04 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.060 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+28.57% |
| 1 Month |
|
|
-75.68% |
| 3 Months |
|
|
-92.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.060 |
| 1M High / 1M Low: |
0.420 |
0.060 |
| 6M High / 6M Low: |
2.400 |
0.060 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.068 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.214 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.945 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
261.92% |
| Volatility 6M: |
|
230.81% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
