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

EUWAX
16/08/2024  09:58:27 Chg.-0.004 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.020EUR -16.67% -
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: 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
  -33.33%
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): 07/08/2024 0.031
Low (YTD): 23/07/2024 0.001
52W High: 15/09/2023 0.040
52W Low: 23/07/2024 0.001
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
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:   2,097.34%
Volatility 6M:   993.43%
Volatility 1Y:   769.98%
Volatility 3Y:   -