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

EUWAX
7/18/2024  10:24:43 AM Chg.+0.002 Bid3:57:11 PM Ask3:57:11 PM Underlying Strike price Expiration date Option type
0.009EUR +28.57% 0.009
Bid Size: 10,000		 0.079
Ask Size: 10,000		 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: 103.88
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.22
Parity: -4.11
Time value: 0.08
Break-even: 124.97
Moneyness: 0.67
Premium: 0.50
Premium p.a.: 0.56
Spread abs.: 0.07
Spread %: 700.00%
Delta: 0.09
Theta: -0.01
Omega: 9.43
Rho: 0.06
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.007
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -62.50%
3 Months
  -78.57%
YTD
  -64.00%
1 Year
  -87.14%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.006
1M High / 1M Low: 0.029 0.006
6M High / 6M Low: 0.051 0.006
High (YTD): 2/5/2024 0.051
Low (YTD): 7/16/2024 0.006
52W High: 8/15/2023 0.090
52W Low: 7/16/2024 0.006
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.014
Avg. volume 1M:   0.000
Avg. price 6M:   0.030
Avg. volume 6M:   0.000
Avg. price 1Y:   0.041
Avg. volume 1Y:   0.000
Volatility 1M:   422.17%
Volatility 6M:   279.62%
Volatility 1Y:   240.94%
Volatility 3Y:   -