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Goldman Sachs Call 140 SWKS 17.01.../  DE000GP5GBX0  /

EUWAX
06/09/2024  10:14:02 Chg.-0.010 Bid20:55:21 Ask20:55:21 Underlying Strike price Expiration date Option type
0.090EUR -10.00% 0.080
Bid Size: 20,000		 0.100
Ask Size: 20,000		 Skyworks Solutions I... 140.00 - 17/01/2025 Call
 

Master data

WKN: GP5GBX
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 140.00 -
Maturity: 17/01/2025
Issue date: 08/06/2023
Last trading day: 16/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 51.85
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.54
Historic volatility: 0.31
Parity: -4.87
Time value: 0.18
Break-even: 141.76
Moneyness: 0.65
Premium: 0.55
Premium p.a.: 2.35
Spread abs.: 0.07
Spread %: 66.04%
Delta: 0.13
Theta: -0.03
Omega: 6.95
Rho: 0.04
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -40.00%
1 Month
  -43.75%
3 Months  
+12.50%
YTD
  -85.25%
1 Year
  -86.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.100
1M High / 1M Low: 0.180 0.100
6M High / 6M Low: 0.520 0.070
High (YTD): 17/07/2024 0.520
Low (YTD): 10/06/2024 0.070
52W High: 06/09/2023 0.680
52W Low: 10/06/2024 0.070
Avg. price 1W:   0.130
Avg. volume 1W:   0.000
Avg. price 1M:   0.138
Avg. volume 1M:   0.000
Avg. price 6M:   0.225
Avg. volume 6M:   0.000
Avg. price 1Y:   0.291
Avg. volume 1Y:   0.000
Volatility 1M:   357.70%
Volatility 6M:   300.06%
Volatility 1Y:   235.69%
Volatility 3Y:   -