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

EUWAX
2024-09-26  9:19:36 AM Chg.- Bid7:46:07 PM Ask7:46:07 PM Underlying Strike price Expiration date Option type
0.008EUR - 0.007
Bid Size: 10,000		 0.077
Ask Size: 5,000		 SGS SA 120.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-05-15
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 124.90
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.24
Parity: -1.76
Time value: 0.08
Break-even: 120.82
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 1.05
Spread abs.: 0.07
Spread %: 645.45%
Delta: 0.13
Theta: -0.02
Omega: 16.48
Rho: 0.03
 

Quote data

Open: 0.008
High: 0.008
Low: 0.008
Previous Close: 0.007
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -42.86%
1 Month
  -46.67%
3 Months  
+700.00%
YTD
  -11.11%
1 Year
  -42.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.014 0.007
1M High / 1M Low: 0.020 0.007
6M High / 6M Low: 0.031 0.001
High (YTD): 2024-08-07 0.031
Low (YTD): 2024-07-23 0.001
52W High: 2024-08-07 0.031
52W Low: 2024-07-23 0.001
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.011
Avg. volume 6M:   0.000
Avg. price 1Y:   0.012
Avg. volume 1Y:   0.000
Volatility 1M:   342.29%
Volatility 6M:   981.75%
Volatility 1Y:   768.86%
Volatility 3Y:   -