Goldman Sachs Call 150 SGSN 19.12.../  DE000GJ3H8H0  /

EUWAX
9/27/2024  9:07:04 PM Chg.-0.003 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.028EUR -9.68% -
Bid Size: -
-
Ask Size: -
SGS N 150.00 CHF 12/19/2025 Call
 

Master data

WKN: GJ3H8H
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS N
Type: Warrant
Option type: Call
Strike price: 150.00 CHF
Maturity: 12/19/2025
Issue date: 9/9/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 100.41
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.24
Parity: -5.62
Time value: 0.10
Break-even: 159.62
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 0.44
Spread abs.: 0.07
Spread %: 218.75%
Delta: 0.09
Theta: -0.01
Omega: 8.96
Rho: 0.10
 

Quote data

Open: 0.028
High: 0.028
Low: 0.028
Previous Close: 0.031
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.031 0.029
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.030
Avg. volume 1W:   0.000
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -