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

EUWAX
18/10/2024  10:20:03 Chg.+0.010 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.440EUR +2.33% -
Bid Size: -		 -
Ask Size: -		 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: 21.38
Leverage: Yes

Calculated values

Fair value: 1.05
Intrinsic value: 0.26
Implied volatility: 0.04
Historic volatility: 0.24
Parity: 0.26
Time value: 0.22
Break-even: 104.80
Moneyness: 1.03
Premium: 0.02
Premium p.a.: 0.03
Spread abs.: 0.05
Spread %: 11.63%
Delta: 0.95
Theta: -0.01
Omega: 20.35
Rho: 0.62
 

Quote data

Open: 0.440
High: 0.440
Low: 0.440
Previous Close: 0.430
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+22.22%
1 Month  
+22.22%
3 Months  
+566.67%
YTD  
+556.72%
1 Year  
+300.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.400
1M High / 1M Low: 0.440 0.290
6M High / 6M Low: 0.440 0.060
High (YTD): 18/10/2024 0.440
Low (YTD): 02/07/2024 0.060
52W High: 18/10/2024 0.440
52W Low: 02/07/2024 0.060
Avg. price 1W:   0.420
Avg. volume 1W:   0.000
Avg. price 1M:   0.372
Avg. volume 1M:   0.000
Avg. price 6M:   0.247
Avg. volume 6M:   0.000
Avg. price 1Y:   0.185
Avg. volume 1Y:   0.000
Volatility 1M:   156.22%
Volatility 6M:   324.04%
Volatility 1Y:   271.41%
Volatility 3Y:   -