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Goldman Sachs Call 140 SGSOF 20.1.../  DE000GP5TCB7  /

EUWAX
2024-08-16  9:32:43 AM Chg.-0.003 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.002EUR -60.00% -
Bid Size: -		 -
Ask Size: -		 SGS SA 140.00 - 2024-12-20 Call
 

Master data

WKN: GP5TCB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS SA
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 2024-12-20
Issue date: 2023-06-15
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 131.11
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.25
Parity: -4.30
Time value: 0.07
Break-even: 140.74
Moneyness: 0.69
Premium: 0.45
Premium p.a.: 1.96
Spread abs.: 0.07
Spread %: 1,750.00%
Delta: 0.08
Theta: -0.01
Omega: 10.40
Rho: 0.02
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.005
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -66.67%
1 Month  
+100.00%
3 Months     0.00%
YTD
  -50.00%
1 Year
  -85.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.005 0.002
1M High / 1M Low: 0.008 0.001
6M High / 6M Low: 0.010 0.001
High (YTD): 2024-03-22 0.010
Low (YTD): 2024-08-06 0.001
52W High: 2023-08-17 0.014
52W Low: 2024-08-06 0.001
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.002
Avg. volume 6M:   0.000
Avg. price 1Y:   0.004
Avg. volume 1Y:   0.000
Volatility 1M:   2,399.27%
Volatility 6M:   1,334.55%
Volatility 1Y:   1,053.27%
Volatility 3Y:   -