Goldman Sachs Call 100 SGSOF 20.12.2024
/ DE000GP4MJC8
Goldman Sachs Call 100 SGSOF 20.1.../ DE000GP4MJC8 /
8/16/2024 9:54:31 AM |
Chg.0.000 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.230EUR |
0.00% |
- Bid Size: - |
- Ask Size: - |
SGS SA |
100.00 - |
12/20/2024 |
Call |
Master data
WKN: |
GP4MJC |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
SGS SA |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
100.00 - |
Maturity: |
12/20/2024 |
Issue date: |
5/12/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
34.16 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.16 |
Historic volatility: |
0.25 |
Parity: |
-0.30 |
Time value: |
0.28 |
Break-even: |
102.84 |
Moneyness: |
0.97 |
Premium: |
0.06 |
Premium p.a.: |
0.19 |
Spread abs.: |
0.05 |
Spread %: |
21.37% |
Delta: |
0.44 |
Theta: |
-0.02 |
Omega: |
15.11 |
Rho: |
0.14 |
Quote data
Open: |
0.230 |
High: |
0.230 |
Low: |
0.230 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+4.55% |
1 Month |
|
|
+1050.00% |
3 Months |
|
|
+369.39% |
YTD |
|
|
+641.94% |
1 Year |
|
|
+64.29% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.230 |
0.210 |
1M High / 1M Low: |
0.280 |
0.020 |
6M High / 6M Low: |
0.280 |
0.017 |
High (YTD): |
7/31/2024 |
0.280 |
Low (YTD): |
7/2/2024 |
0.017 |
52W High: |
7/31/2024 |
0.280 |
52W Low: |
7/2/2024 |
0.017 |
Avg. price 1W: |
|
0.220 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.184 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.091 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.081 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
1,327.22% |
Volatility 6M: |
|
575.93% |
Volatility 1Y: |
|
454.90% |
Volatility 3Y: |
|
- |