Goldman Sachs Call 140 SGSN 19.12.../  DE000GG3N756  /

EUWAX
6/7/2024  10:51:24 AM Chg.-0.001 Bid10:00:43 PM Ask10:00:43 PM Underlying Strike price Expiration date Option type
0.026EUR -3.70% -
Bid Size: -
-
Ask Size: -
SGS N 140.00 CHF 12/19/2025 Call
 

Master data

WKN: GG3N75
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SGS N
Type: Warrant
Option type: Call
Strike price: 140.00 CHF
Maturity: 12/19/2025
Issue date: 2/12/2024
Last trading day: 12/18/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 87.63
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.25
Historic volatility: 0.22
Parity: -5.87
Time value: 0.10
Break-even: 145.54
Moneyness: 0.59
Premium: 0.69
Premium p.a.: 0.41
Spread abs.: 0.07
Spread %: 250.00%
Delta: 0.09
Theta: 0.00
Omega: 7.86
Rho: 0.10
 

Quote data

Open: 0.026
High: 0.026
Low: 0.026
Previous Close: 0.027
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -38.10%
3 Months
  -10.34%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.032 0.025
1M High / 1M Low: 0.042 0.025
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   209.35%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -