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Goldman Sachs Call 150 SNW 20.06..../  DE000GP754J9  /

EUWAX
2024-09-20  9:44:04 AM Chg.+0.001 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.025EUR +4.17% -
Bid Size: -		 -
Ask Size: -		 SANOFI SA INHABER ... 150.00 - 2025-06-20 Call
 

Master data

WKN: GP754J
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SANOFI SA INHABER EO 2
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 2025-06-20
Issue date: 2023-06-28
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 46.07
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.25
Parity: -4.59
Time value: 0.23
Break-even: 152.26
Moneyness: 0.69
Premium: 0.46
Premium p.a.: 0.66
Spread abs.: 0.20
Spread %: 927.27%
Delta: 0.16
Theta: -0.01
Omega: 7.31
Rho: 0.11
 

Quote data

Open: 0.025
High: 0.025
Low: 0.025
Previous Close: 0.024
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+13.64%
1 Month  
+47.06%
3 Months  
+66.67%
YTD  
+19.05%
1 Year
  -79.17%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.024 0.021
1M High / 1M Low: 0.035 0.017
6M High / 6M Low: 0.035 0.006
High (YTD): 2024-01-19 0.040
Low (YTD): 2024-03-25 0.006
52W High: 2023-10-13 0.130
52W Low: 2024-03-25 0.006
Avg. price 1W:   0.023
Avg. volume 1W:   0.000
Avg. price 1M:   0.025
Avg. volume 1M:   0.000
Avg. price 6M:   0.016
Avg. volume 6M:   0.000
Avg. price 1Y:   0.027
Avg. volume 1Y:   0.000
Volatility 1M:   194.74%
Volatility 6M:   382.15%
Volatility 1Y:   378.69%
Volatility 3Y:   -