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Goldman Sachs Call 80 SGSOF 20.06.../  DE000GP76WJ5  /

EUWAX
7/18/2024  11:06:40 AM Chg.+0.030 Bid9:50:53 PM Ask9:50:53 PM Underlying Strike price Expiration date Option type
0.620EUR +5.08% 0.610
Bid Size: 5,000		 -
Ask Size: -		 SGS SA 80.00 - 6/20/2025 Call
 

Master data

WKN: GP76WJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS SA
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 6/20/2025
Issue date: 6/29/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.40
Leverage: Yes

Calculated values

Fair value: 1.00
Intrinsic value: 0.31
Implied volatility: 0.10
Historic volatility: 0.22
Parity: 0.31
Time value: 0.36
Break-even: 86.70
Moneyness: 1.04
Premium: 0.04
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 8.06%
Delta: 0.79
Theta: -0.01
Omega: 9.77
Rho: 0.54
 

Quote data

Open: 0.620
High: 0.620
Low: 0.620
Previous Close: 0.590
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+1.64%
1 Month
  -12.68%
3 Months
  -19.48%
YTD  
+106.67%
1 Year
  -31.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.620 0.590
1M High / 1M Low: 0.780 0.530
6M High / 6M Low: 1.030 0.320
High (YTD): 3/13/2024 1.030
Low (YTD): 1/10/2024 0.240
52W High: 7/28/2023 1.130
52W Low: 1/10/2024 0.240
Avg. price 1W:   0.604
Avg. volume 1W:   0.000
Avg. price 1M:   0.623
Avg. volume 1M:   0.000
Avg. price 6M:   0.761
Avg. volume 6M:   0.000
Avg. price 1Y:   0.685
Avg. volume 1Y:   0.000
Volatility 1M:   104.51%
Volatility 6M:   138.16%
Volatility 1Y:   127.85%
Volatility 3Y:   -