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

EUWAX
9/26/2024  10:59:41 AM Chg.- Bid7:39:21 PM Ask7:39:21 PM Underlying Strike price Expiration date Option type
0.440EUR - 0.350
Bid Size: 10,000		 -
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: 19.70
Leverage: Yes

Calculated values

Fair value: 1.09
Intrinsic value: 0.24
Implied volatility: 0.05
Historic volatility: 0.24
Parity: 0.24
Time value: 0.28
Break-even: 105.20
Moneyness: 1.02
Premium: 0.03
Premium p.a.: 0.04
Spread abs.: 0.06
Spread %: 13.54%
Delta: 0.86
Theta: -0.01
Omega: 16.90
Rho: 0.60
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month  
+15.79%
3 Months  
+528.57%
YTD  
+556.72%
1 Year  
+238.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.360
1M High / 1M Low: 0.440 0.360
6M High / 6M Low: 0.440 0.060
High (YTD): 9/25/2024 0.440
Low (YTD): 7/2/2024 0.060
52W High: 9/25/2024 0.440
52W Low: 7/2/2024 0.060
Avg. price 1W:   0.393
Avg. volume 1W:   0.000
Avg. price 1M:   0.387
Avg. volume 1M:   0.000
Avg. price 6M:   0.221
Avg. volume 6M:   0.000
Avg. price 1Y:   0.170
Avg. volume 1Y:   0.000
Volatility 1M:   97.88%
Volatility 6M:   320.66%
Volatility 1Y:   271.17%
Volatility 3Y:   -