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Goldman Sachs Call 100 SGSOF 20.0.../  DE000GP76X72  /

EUWAX
8/16/2024  9:22:53 AM Chg.0.000 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.400EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 SGS SA 100.00 - 6/20/2025 Call
 

Master data

WKN: GP76X7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS SA
Type: Warrant
Option type: Call
Strike price: 100.00 -
Maturity: 6/20/2025
Issue date: 6/29/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 21.61
Leverage: Yes

Calculated values

Fair value: 0.88
Intrinsic value: 0.00
Implied volatility: 0.13
Historic volatility: 0.25
Parity: -0.30
Time value: 0.45
Break-even: 104.49
Moneyness: 0.97
Premium: 0.08
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 12.53%
Delta: 0.52
Theta: -0.01
Omega: 11.31
Rho: 0.39
 

Quote data

Open: 0.400
High: 0.400
Low: 0.400
Previous Close: 0.400
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.56%
1 Month  
+497.01%
3 Months  
+263.64%
YTD  
+497.01%
1 Year  
+60.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.400 0.350
1M High / 1M Low: 0.440 0.066
6M High / 6M Low: 0.440 0.060
High (YTD): 7/31/2024 0.440
Low (YTD): 7/2/2024 0.060
52W High: 7/31/2024 0.440
52W Low: 7/2/2024 0.060
Avg. price 1W:   0.382
Avg. volume 1W:   0.000
Avg. price 1M:   0.305
Avg. volume 1M:   0.000
Avg. price 6M:   0.172
Avg. volume 6M:   0.000
Avg. price 1Y:   0.150
Avg. volume 1Y:   0.000
Volatility 1M:   720.71%
Volatility 6M:   324.83%
Volatility 1Y:   272.24%
Volatility 3Y:   -