Goldman Sachs Call 140 SGSOF 20.06.2025
/ DE000GP76W99
Goldman Sachs Call 140 SGSOF 20.0.../ DE000GP76W99 /
7/18/2024 11:06:40 AM |
Chg.+0.001 |
Bid7/18/2024 |
Ask7/18/2024 |
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 - |
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: |
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): |
1/29/2024 |
0.017 |
Low (YTD): |
7/17/2024 |
0.001 |
52W High: |
8/16/2023 |
0.050 |
52W Low: |
7/17/2024 |
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: |
|
- |