Goldman Sachs Call 60 SGSN 19.12.2025
/ DE000GG2E260
Goldman Sachs Call 60 SGSN 19.12..../ DE000GG2E260 /
| 2024-05-29 10:46:17 AM |
Chg.-0.05 |
Bid4:36:03 PM |
Ask4:36:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.61EUR |
-1.88% |
2.55
Bid Size: 20,000 |
2.57
Ask Size: 20,000 |
SGS N |
60.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
GG2E26 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SGS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-12 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.88 |
| Intrinsic value: |
2.47 |
| Implied volatility: |
- |
| Historic volatility: |
0.22 |
| Parity: |
2.47 |
| Time value: |
0.27 |
| Break-even: |
87.97 |
| Moneyness: |
1.41 |
| Premium: |
0.03 |
| Premium p.a.: |
0.02 |
| Spread abs.: |
0.07 |
| Spread %: |
2.62% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.61 |
| High: |
2.61 |
| Low: |
2.61 |
| Previous Close: |
2.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.48% |
| 1 Month |
|
|
+6.97% |
| 3 Months |
|
|
+0.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.66 |
2.30 |
| 1M High / 1M Low: |
2.66 |
2.22 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.53 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.42 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
51.72% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
