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

EUWAX
2024-07-17  10:48:52 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.067EUR - -
Bid Size: -		 -
Ask Size: -		 SGS SA 100.00 - 2025-06-20 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: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 70.75
Leverage: Yes

Calculated values

Fair value: 0.27
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.22
Parity: -1.65
Time value: 0.12
Break-even: 101.18
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 0.23
Spread abs.: 0.05
Spread %: 73.53%
Delta: 0.18
Theta: -0.01
Omega: 13.00
Rho: 0.13
 

Quote data

Open: 0.067
High: 0.067
Low: 0.067
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.29%
1 Month
  -39.09%
3 Months
  -58.13%
YTD     0.00%
1 Year
  -73.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.067
1M High / 1M Low: 0.110 0.060
6M High / 6M Low: 0.230 0.060
High (YTD): 2024-03-13 0.230
Low (YTD): 2024-07-02 0.060
52W High: 2023-07-28 0.340
52W Low: 2024-07-02 0.060
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.078
Avg. volume 1M:   0.000
Avg. price 6M:   0.136
Avg. volume 6M:   0.000
Avg. price 1Y:   0.149
Avg. volume 1Y:   0.000
Volatility 1M:   134.12%
Volatility 6M:   207.20%
Volatility 1Y:   177.20%
Volatility 3Y:   -