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Goldman Sachs Call 90 SGSOF 20.12.../  DE000GZ9V2S2  /

EUWAX
2024-07-18  9:59:53 AM Chg.0.000 Bid1:21:38 PM Ask1:21:38 PM Underlying Strike price Expiration date Option type
0.110EUR 0.00% 0.120
Bid Size: 10,000		 0.150
Ask Size: 3,000		 SGS SA 90.00 - 2024-12-20 Call
 

Master data

WKN: GZ9V2S
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS SA
Type: Warrant
Option type: Call
Strike price: 90.00 -
Maturity: 2024-12-20
Issue date: 2023-05-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 48.60
Leverage: Yes

Calculated values

Fair value: 0.26
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.22
Parity: -0.69
Time value: 0.17
Break-even: 91.71
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.26
Spread abs.: 0.05
Spread %: 41.32%
Delta: 0.30
Theta: -0.01
Omega: 14.74
Rho: 0.10
 

Quote data

Open: 0.110
High: 0.110
Low: 0.110
Previous Close: 0.110
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.33%
1 Month
  -38.89%
3 Months
  -54.17%
YTD  
+48.65%
1 Year
  -70.27%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.130 0.110
1M High / 1M Low: 0.180 0.080
6M High / 6M Low: 0.380 0.080
High (YTD): 2024-03-13 0.380
Low (YTD): 2024-01-10 0.060
52W High: 2023-08-10 0.510
52W Low: 2024-01-10 0.060
Avg. price 1W:   0.118
Avg. volume 1W:   0.000
Avg. price 1M:   0.123
Avg. volume 1M:   0.000
Avg. price 6M:   0.219
Avg. volume 6M:   0.000
Avg. price 1Y:   0.223
Avg. volume 1Y:   0.000
Volatility 1M:   297.64%
Volatility 6M:   265.70%
Volatility 1Y:   214.78%
Volatility 3Y:   -