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

EUWAX
18/07/2024  11:06:40 Chg.+0.001 Bid18/07/2024 Ask18/07/2024 Underlying Strike price Expiration date Option type
0.002EUR +100.00% 0.002
Bid Size: 10,000		 0.072
Ask Size: 10,000		 SGS SA 140.00 - 20/06/2025 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: 20/06/2025
Issue date: 29/06/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 115.42
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.22
Parity: -5.69
Time value: 0.07
Break-even: 140.72
Moneyness: 0.59
Premium: 0.69
Premium p.a.: 0.77
Spread abs.: 0.07
Spread %: 3,500.00%
Delta: 0.07
Theta: -0.01
Omega: 8.32
Rho: 0.05
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+100.00%
1 Month
  -77.78%
3 Months
  -81.82%
YTD
  -80.00%
1 Year
  -95.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.009 0.001
6M High / 6M Low: 0.017 0.001
High (YTD): 29/01/2024 0.017
Low (YTD): 17/07/2024 0.001
52W High: 16/08/2023 0.050
52W Low: 17/07/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.009
Avg. volume 6M:   0.000
Avg. price 1Y:   0.017
Avg. volume 1Y:   0.000
Volatility 1M:   715.72%
Volatility 6M:   587.61%
Volatility 1Y:   473.68%
Volatility 3Y:   -