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Goldman Sachs Call 120 SIX2 20.06.../  DE000GP77075  /

EUWAX
2024-09-26  10:59:43 AM Chg.0.000 Bid2024-09-26 Ask2024-09-26 Underlying Strike price Expiration date Option type
0.040EUR 0.00% 0.040
Bid Size: 10,000		 0.190
Ask Size: 1,000		 SIXT SE ST O.N. 120.00 - 2025-06-20 Call
 

Master data

WKN: GP7707
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SIXT SE ST O.N.
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 26.32
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.60
Historic volatility: 0.31
Parity: -5.74
Time value: 0.24
Break-even: 122.38
Moneyness: 0.52
Premium: 0.95
Premium p.a.: 1.50
Spread abs.: 0.20
Spread %: 526.32%
Delta: 0.17
Theta: -0.02
Omega: 4.49
Rho: 0.06
 

Quote data

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

Performance

1 Week
  -20.00%
1 Month  
+33.33%
3 Months
  -55.56%
YTD
  -95.00%
1 Year
  -92.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.030
1M High / 1M Low: 0.050 0.030
6M High / 6M Low: 0.470 0.030
High (YTD): 2024-01-02 0.800
Low (YTD): 2024-09-24 0.030
52W High: 2024-01-02 0.800
52W Low: 2024-09-24 0.030
Avg. price 1W:   0.038
Avg. volume 1W:   0.000
Avg. price 1M:   0.033
Avg. volume 1M:   0.000
Avg. price 6M:   0.136
Avg. volume 6M:   0.000
Avg. price 1Y:   0.316
Avg. volume 1Y:   0.000
Volatility 1M:   255.20%
Volatility 6M:   204.08%
Volatility 1Y:   165.96%
Volatility 3Y:   -