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

EUWAX
18/07/2024  11:06:42 Chg.+0.003 Bid15:57:12 Ask15:57:12 Underlying Strike price Expiration date Option type
0.070EUR +4.48% 0.070
Bid Size: 10,000		 0.100
Ask Size: 3,000		 SGS SA 100.00 - 20/06/2025 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: 20/06/2025
Issue date: 29/06/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 66.48
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.22
Parity: -1.69
Time value: 0.13
Break-even: 101.25
Moneyness: 0.83
Premium: 0.22
Premium p.a.: 0.24
Spread abs.: 0.05
Spread %: 66.67%
Delta: 0.19
Theta: -0.01
Omega: 12.45
Rho: 0.13
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -36.36%
3 Months
  -56.25%
YTD  
+4.48%
1 Year
  -72.00%
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): 13/03/2024 0.230
Low (YTD): 02/07/2024 0.060
52W High: 28/07/2023 0.340
52W Low: 02/07/2024 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:   -