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Goldman Sachs Call 80 SGSOF 20.12.../  DE000GP4PZ81  /

EUWAX
7/18/2024  9:05:33 AM Chg.+0.030 Bid7:59:43 PM Ask7:59:43 PM Underlying Strike price Expiration date Option type
0.490EUR +6.52% 0.500
Bid Size: 10,000		 -
Ask Size: -		 SGS SA 80.00 - 12/20/2024 Call
 

Master data

WKN: GP4PZ8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS SA
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 12/20/2024
Issue date: 5/15/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.76
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.31
Implied volatility: 0.14
Historic volatility: 0.22
Parity: 0.31
Time value: 0.25
Break-even: 85.63
Moneyness: 1.04
Premium: 0.03
Premium p.a.: 0.07
Spread abs.: 0.05
Spread %: 9.75%
Delta: 0.73
Theta: -0.01
Omega: 10.81
Rho: 0.23
 

Quote data

Open: 0.490
High: 0.490
Low: 0.490
Previous Close: 0.460
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.00%
1 Month
  -15.52%
3 Months
  -24.62%
YTD  
+133.33%
1 Year
  -39.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.540 0.460
1M High / 1M Low: 0.610 0.400
6M High / 6M Low: 0.940 0.230
High (YTD): 3/13/2024 0.940
Low (YTD): 1/10/2024 0.170
52W High: 7/28/2023 1.040
52W Low: 1/10/2024 0.170
Avg. price 1W:   0.496
Avg. volume 1W:   0.000
Avg. price 1M:   0.501
Avg. volume 1M:   0.000
Avg. price 6M:   0.645
Avg. volume 6M:   0.000
Avg. price 1Y:   0.584
Avg. volume 1Y:   0.000
Volatility 1M:   131.99%
Volatility 6M:   183.21%
Volatility 1Y:   159.98%
Volatility 3Y:   -