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

EUWAX
18/10/2024  09:36:32 Chg.0.000 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.070EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 SGS N 120.00 CHF 20/06/2025 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: 20/06/2025
Issue date: 12/07/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 74.92
Leverage: Yes

Calculated values

Fair value: 0.19
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.24
Parity: -2.50
Time value: 0.14
Break-even: 129.05
Moneyness: 0.80
Premium: 0.26
Premium p.a.: 0.41
Spread abs.: 0.07
Spread %: 104.48%
Delta: 0.15
Theta: -0.01
Omega: 11.60
Rho: 0.10
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+45.83%
1 Month  
+16.67%
3 Months  
+1066.67%
YTD  
+180.00%
1 Year  
+40.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.050
1M High / 1M Low: 0.070 0.043
6M High / 6M Low: 0.090 0.006
High (YTD): 15/08/2024 0.090
Low (YTD): 19/07/2024 0.006
52W High: 15/08/2024 0.090
52W Low: 19/07/2024 0.006
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.054
Avg. volume 1M:   0.000
Avg. price 6M:   0.044
Avg. volume 6M:   0.000
Avg. price 1Y:   0.039
Avg. volume 1Y:   0.000
Volatility 1M:   169.36%
Volatility 6M:   532.97%
Volatility 1Y:   408.35%
Volatility 3Y:   -