Goldman Sachs Call 40 SGE 20.06.2.../  DE000GP7E4Z7  /

EUWAX
2024-05-17  9:12:20 AM Chg.-0.001 Bid8:03:49 PM Ask8:03:49 PM Underlying Strike price Expiration date Option type
0.040EUR -2.44% 0.041
Bid Size: 20,000
0.061
Ask Size: 20,000
STE GENERALE INH. EO... 40.00 EUR 2025-06-20 Call
 

Master data

WKN: GP7E4Z
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: STE GENERALE INH. EO 1,25
Type: Warrant
Option type: Call
Strike price: 40.00 EUR
Maturity: 2025-06-20
Issue date: 2023-07-04
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 43.98
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.24
Parity: -1.27
Time value: 0.06
Break-even: 40.62
Moneyness: 0.68
Premium: 0.49
Premium p.a.: 0.44
Spread abs.: 0.02
Spread %: 47.62%
Delta: 0.16
Theta: 0.00
Omega: 7.16
Rho: 0.04
 

Quote data

Open: 0.040
High: 0.040
Low: 0.040
Previous Close: 0.041
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+60.00%
1 Month  
+81.82%
3 Months  
+166.67%
YTD  
+21.21%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.041 0.025
1M High / 1M Low: 0.041 0.017
6M High / 6M Low: 0.041 0.013
High (YTD): 2024-05-16 0.041
Low (YTD): 2024-02-15 0.013
52W High: - -
52W Low: - -
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.026
Avg. volume 1M:   0.000
Avg. price 6M:   0.025
Avg. volume 6M:   129.032
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   220.31%
Volatility 6M:   137.40%
Volatility 1Y:   -
Volatility 3Y:   -