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Goldman Sachs Call 120 SGSOF 20.1.../  DE000GP4PZ73  /

EUWAX
18/10/2024  10:48:23 Chg.+0.001 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.009EUR +12.50% -
Bid Size: -		 -
Ask Size: -		 SGS SA 120.00 - 20/12/2024 Call
 

Master data

WKN: GP4PZ7
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS SA
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 20/12/2024
Issue date: 15/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 129.92
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -1.74
Time value: 0.08
Break-even: 120.79
Moneyness: 0.86
Premium: 0.18
Premium p.a.: 1.61
Spread abs.: 0.07
Spread %: 777.78%
Delta: 0.13
Theta: -0.02
Omega: 16.73
Rho: 0.02
 

Quote data

Open: 0.009
High: 0.009
Low: 0.009
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+80.00%
1 Month
  -35.71%
3 Months  
+800.00%
YTD     0.00%
1 Year
  -40.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.009 0.004
1M High / 1M Low: 0.014 0.003
6M High / 6M Low: 0.031 0.001
High (YTD): 07/08/2024 0.031
Low (YTD): 23/07/2024 0.001
52W High: 07/08/2024 0.031
52W Low: 23/07/2024 0.001
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.010
Avg. volume 6M:   0.000
Avg. price 1Y:   0.011
Avg. volume 1Y:   0.000
Volatility 1M:   579.72%
Volatility 6M:   997.83%
Volatility 1Y:   780.83%
Volatility 3Y:   -