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

EUWAX
2024-08-16  9:22:53 AM Chg.-0.005 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.021EUR -19.23% -
Bid Size: -		 -
Ask Size: -		 SGS SA 140.00 - 2025-06-20 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: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 101.06
Leverage: Yes

Calculated values

Fair value: 0.08
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.25
Parity: -4.30
Time value: 0.10
Break-even: 140.96
Moneyness: 0.69
Premium: 0.45
Premium p.a.: 0.56
Spread abs.: 0.07
Spread %: 269.23%
Delta: 0.10
Theta: -0.01
Omega: 9.83
Rho: 0.07
 

Quote data

Open: 0.021
High: 0.021
Low: 0.021
Previous Close: 0.026
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -22.22%
1 Month  
+2000.00%
3 Months  
+75.00%
YTD  
+110.00%
1 Year
  -47.50%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.021
1M High / 1M Low: 0.028 0.001
6M High / 6M Low: 0.028 0.001
High (YTD): 2024-08-07 0.028
Low (YTD): 2024-07-22 0.001
52W High: 2023-10-17 0.040
52W Low: 2024-07-22 0.001
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.009
Avg. volume 6M:   0.000
Avg. price 1Y:   0.014
Avg. volume 1Y:   0.000
Volatility 1M:   1,098.94%
Volatility 6M:   686.97%
Volatility 1Y:   575.89%
Volatility 3Y:   -