Goldman Sachs Call 150 SGSN 20.06.../  DE000GJ3H3L3  /

EUWAX
9/27/2024  9:06:49 PM Chg.-0.001 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.007EUR -12.50% -
Bid Size: -
-
Ask Size: -
SGS N 150.00 CHF 6/20/2025 Call
 

Master data

WKN: GJ3H3L
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS N
Type: Warrant
Option type: Call
Strike price: 150.00 CHF
Maturity: 6/20/2025
Issue date: 9/9/2024
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 128.03
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.31
Historic volatility: 0.24
Parity: -5.62
Time value: 0.08
Break-even: 159.40
Moneyness: 0.65
Premium: 0.56
Premium p.a.: 0.83
Spread abs.: 0.07
Spread %: 788.89%
Delta: 0.07
Theta: -0.01
Omega: 9.46
Rho: 0.05
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -30.00%
1 Month     -
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.008
1M High / 1M Low: - -
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.009
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:   -