Goldman Sachs Call 80 SGSN 19.12.2025
/ DE000GG1XC64
Goldman Sachs Call 80 SGSN 19.12..../ DE000GG1XC64 /
| 2024-05-29 9:03:06 AM |
Chg.-0.03 |
Bid6:17:18 PM |
Ask6:17:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.02EUR |
-2.86% |
0.97
Bid Size: 5,000 |
1.02
Ask Size: 5,000 |
SGS N |
80.00 CHF |
2025-12-19 |
Call |
Master data
| WKN: |
GG1XC6 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SGS N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
80.00 CHF |
| Maturity: |
2025-12-19 |
| Issue date: |
2024-01-09 |
| Last trading day: |
2025-12-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.76 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.41 |
| Intrinsic value: |
0.46 |
| Implied volatility: |
0.13 |
| Historic volatility: |
0.22 |
| Parity: |
0.46 |
| Time value: |
0.64 |
| Break-even: |
91.76 |
| Moneyness: |
1.06 |
| Premium: |
0.08 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.05 |
| Spread %: |
4.76% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
6.09 |
| Rho: |
0.87 |
Quote data
| Open: |
1.02 |
| High: |
1.02 |
| Low: |
1.02 |
| Previous Close: |
1.05 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+27.50% |
| 1 Month |
|
|
+10.87% |
| 3 Months |
|
|
+13.33% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.05 |
0.80 |
| 1M High / 1M Low: |
1.05 |
0.77 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.96 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.89 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
82.74% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
