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Goldman Sachs Call 120 SGSN 20.06.../  DE000GP7S482  /

EUWAX
8/16/2024  11:08:02 AM Chg.-0.010 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.080EUR -11.11% -
Bid Size: -		 -
Ask Size: -		 SGS N 120.00 CHF 6/20/2025 Call
 

Master data

WKN: GP7S48
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS N
Type: Warrant
Option type: Call
Strike price: 120.00 CHF
Maturity: 6/20/2025
Issue date: 7/12/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 61.80
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.25
Parity: -2.86
Time value: 0.16
Break-even: 127.19
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.38
Spread abs.: 0.07
Spread %: 80.46%
Delta: 0.16
Theta: -0.01
Omega: 9.96
Rho: 0.12
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+1042.86%
3 Months  
+196.30%
YTD  
+220.00%
1 Year  
+14.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.070
1M High / 1M Low: 0.090 0.006
6M High / 6M Low: 0.090 0.006
High (YTD): 8/15/2024 0.090
Low (YTD): 7/19/2024 0.006
52W High: 8/15/2024 0.090
52W Low: 7/19/2024 0.006
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   0.035
Avg. volume 6M:   0.000
Avg. price 1Y:   0.038
Avg. volume 1Y:   0.000
Volatility 1M:   1,143.43%
Volatility 6M:   531.76%
Volatility 1Y:   410.36%
Volatility 3Y:   -