Goldman Sachs Call 140 SWKS 17.01.2025
/ DE000GP5GBX0
Goldman Sachs Call 140 SWKS 17.01.../ DE000GP5GBX0 /
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: |
|
- |