Goldman Sachs Call 140 SGSN 19.12.../  DE000GG3N756  /

EUWAX
10/18/2024  10:49:46 AM Chg.0.000 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.050EUR 0.00% -
Bid Size: -
-
Ask Size: -
SGS N 140.00 CHF 12/19/2025 Call
 

Master data

WKN: GG3N75
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS N
Type: Warrant
Option type: Call
Strike price: 140.00 CHF
Maturity: 12/19/2025
Issue date: 2/12/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 85.53
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.24
Parity: -4.63
Time value: 0.12
Break-even: 150.16
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 0.39
Spread abs.: 0.07
Spread %: 140.00%
Delta: 0.11
Theta: -0.01
Omega: 9.29
Rho: 0.12
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.050
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+19.05%
1 Month  
+19.05%
3 Months  
+614.29%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.043
1M High / 1M Low: 0.050 0.034
6M High / 6M Low: 0.060 0.005
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.048
Avg. volume 1W:   0.000
Avg. price 1M:   0.043
Avg. volume 1M:   0.000
Avg. price 6M:   0.032
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   213.42%
Volatility 6M:   406.82%
Volatility 1Y:   -
Volatility 3Y:   -