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Goldman Sachs Call 140 SGSOF 20.0.../  DE000GP76W99  /

EUWAX
10/18/2024  10:20:02 AM Chg.-0.004 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.016EUR -20.00% -
Bid Size: -		 -
Ask Size: -		 SGS SA 140.00 - 6/20/2025 Call
 

Master data

WKN: GP76W9
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS SA
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 6/20/2025
Issue date: 6/29/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 119.35
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.24
Parity: -3.74
Time value: 0.09
Break-even: 140.86
Moneyness: 0.73
Premium: 0.37
Premium p.a.: 0.61
Spread abs.: 0.07
Spread %: 437.50%
Delta: 0.09
Theta: -0.01
Omega: 11.32
Rho: 0.06
 

Quote data

Open: 0.016
High: 0.016
Low: 0.016
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+77.78%
1 Month
  -5.88%
3 Months  
+700.00%
YTD  
+60.00%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.008
1M High / 1M Low: 0.020 0.008
6M High / 6M Low: 0.028 0.001
High (YTD): 8/7/2024 0.028
Low (YTD): 7/22/2024 0.001
52W High: 8/7/2024 0.028
52W Low: 7/22/2024 0.001
Avg. price 1W:   0.013
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.011
Avg. volume 6M:   0.000
Avg. price 1Y:   0.011
Avg. volume 1Y:   0.000
Volatility 1M:   480.94%
Volatility 6M:   629.35%
Volatility 1Y:   580.05%
Volatility 3Y:   -