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Goldman Sachs Call 100 SGSOF 20.1.../  DE000GP4MJC8  /

EUWAX
7/18/2024  11:41:27 AM Chg.+0.002 Bid3:57:11 PM Ask3:57:11 PM Underlying Strike price Expiration date Option type
0.020EUR +11.11% 0.021
Bid Size: 10,000		 0.051
Ask Size: 3,000		 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: 113.84
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.22
Parity: -1.69
Time value: 0.07
Break-even: 100.73
Moneyness: 0.83
Premium: 0.21
Premium p.a.: 0.57
Spread abs.: 0.05
Spread %: 217.39%
Delta: 0.13
Theta: -0.01
Omega: 14.88
Rho: 0.04
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.018
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.76%
1 Month
  -55.56%
3 Months
  -77.78%
YTD
  -35.48%
1 Year
  -87.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.023 0.018
1M High / 1M Low: 0.046 0.017
6M High / 6M Low: 0.170 0.017
High (YTD): 3/28/2024 0.170
Low (YTD): 7/2/2024 0.017
52W High: 8/10/2023 0.240
52W Low: 7/2/2024 0.017
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.069
Avg. volume 6M:   0.000
Avg. price 1Y:   0.082
Avg. volume 1Y:   0.000
Volatility 1M:   255.85%
Volatility 6M:   308.74%
Volatility 1Y:   255.13%
Volatility 3Y:   -