Goldman Sachs Call 140 SGSN 19.09.../  DE000GJ4UVR2  /

EUWAX
2024-10-18  9:42:06 AM Chg.0.000 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.030EUR 0.00% -
Bid Size: -
-
Ask Size: -
SGS N 140.00 CHF 2025-09-19 Call
 

Master data

WKN: GJ4UVR
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS N
Type: Warrant
Option type: Call
Strike price: 140.00 CHF
Maturity: 2025-09-19
Issue date: 2024-10-04
Last trading day: 2025-09-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 76.60
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.24
Parity: -4.63
Time value: 0.13
Break-even: 150.30
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 0.52
Spread abs.: 0.10
Spread %: 294.12%
Delta: 0.12
Theta: -0.01
Omega: 8.82
Rho: 0.10
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.020
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.028
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -