Goldman Sachs Call 250 UHR 21.03.2025
/ DE000GG5LD89
Goldman Sachs Call 250 UHR 21.03..../ DE000GG5LD89 /
| 2024-06-21 9:58:42 AM |
Chg.- |
Bid10:16:17 AM |
Ask10:16:17 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.280EUR |
- |
0.260
Bid Size: 20,000 |
0.290
Ask Size: 20,000 |
SWATCH GROUP I |
250.00 CHF |
2025-03-21 |
Call |
Master data
| WKN: |
GG5LD8 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWATCH GROUP I |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 CHF |
| Maturity: |
2025-03-21 |
| Issue date: |
2024-03-22 |
| Last trading day: |
2025-03-20 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
57.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.31 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.27 |
| Historic volatility: |
0.27 |
| Parity: |
-6.61 |
| Time value: |
0.34 |
| Break-even: |
264.87 |
| Moneyness: |
0.75 |
| Premium: |
0.36 |
| Premium p.a.: |
0.51 |
| Spread abs.: |
0.07 |
| Spread %: |
25.74% |
| Delta: |
0.16 |
| Theta: |
-0.02 |
| Omega: |
8.97 |
| Rho: |
0.20 |
Quote data
| Open: |
0.280 |
| High: |
0.280 |
| Low: |
0.280 |
| Previous Close: |
0.320 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+7.69% |
| 1 Month |
|
|
-17.65% |
| 3 Months |
|
|
-46.15% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.330 |
0.260 |
| 1M High / 1M Low: |
0.380 |
0.260 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.292 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.315 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
164.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
