Goldman Sachs Call 120 SGSN 15.11.../  DE000GJ3K7W6  /

EUWAX
9/27/2024  7:34:25 PM Chg.0.000 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.002EUR 0.00% -
Bid Size: -
-
Ask Size: -
SGS N 120.00 CHF 11/15/2024 Call
 

Master data

WKN: GJ3K7W
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS N
Type: Warrant
Option type: Call
Strike price: 120.00 CHF
Maturity: 11/15/2024
Issue date: 9/10/2024
Last trading day: 11/14/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 134.76
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.43
Historic volatility: 0.24
Parity: -2.45
Time value: 0.08
Break-even: 127.64
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 4.15
Spread abs.: 0.07
Spread %: 1,420.00%
Delta: 0.11
Theta: -0.03
Omega: 14.16
Rho: 0.01
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.002
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -