Goldman Sachs Call 120 SGSOF 20.12.2024
/ DE000GP4PZ73
Goldman Sachs Call 120 SGSOF 20.1.../ DE000GP4PZ73 /
8/16/2024 9:58:27 AM |
Chg.-0.004 |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.020EUR |
-16.67% |
- Bid Size: - |
- Ask Size: - |
SGS SA |
120.00 - |
12/20/2024 |
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: |
12/20/2024 |
Issue date: |
5/15/2023 |
Last trading day: |
12/19/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
104.32 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.28 |
Historic volatility: |
0.25 |
Parity: |
-2.30 |
Time value: |
0.09 |
Break-even: |
120.93 |
Moneyness: |
0.81 |
Premium: |
0.25 |
Premium p.a.: |
0.90 |
Spread abs.: |
0.07 |
Spread %: |
304.35% |
Delta: |
0.13 |
Theta: |
-0.01 |
Omega: |
13.17 |
Rho: |
0.04 |
Quote data
Open: |
0.020 |
High: |
0.020 |
Low: |
0.020 |
Previous Close: |
0.024 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-25.93% |
1 Month |
|
|
+1900.00% |
3 Months |
|
|
+150.00% |
YTD |
|
|
+122.22% |
1 Year |
|
|
-50.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.025 |
0.020 |
1M High / 1M Low: |
0.031 |
0.001 |
6M High / 6M Low: |
0.031 |
0.001 |
High (YTD): |
8/7/2024 |
0.031 |
Low (YTD): |
7/23/2024 |
0.001 |
52W High: |
9/15/2023 |
0.040 |
52W Low: |
7/23/2024 |
0.001 |
Avg. price 1W: |
|
0.023 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.014 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.010 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.014 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
2,144.78% |
Volatility 6M: |
|
993.43% |
Volatility 1Y: |
|
770.97% |
Volatility 3Y: |
|
- |