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Goldman Sachs Call 1000 SWSDF 20..../  DE000GZ9NBS6  /

EUWAX
9/20/2024  10:57:57 AM Chg.-0.001 Bid10:00:27 PM Ask10:00:27 PM Underlying Strike price Expiration date Option type
0.002EUR -33.33% -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 1,000.00 - 12/20/2024 Call
 

Master data

WKN: GZ9NBS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Call
Strike price: 1,000.00 -
Maturity: 12/20/2024
Issue date: 3/7/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 141.88
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.40
Historic volatility: 0.19
Parity: -2.62
Time value: 0.05
Break-even: 1,005.20
Moneyness: 0.74
Premium: 0.36
Premium p.a.: 2.51
Spread abs.: 0.05
Spread %: 2,500.00%
Delta: 0.08
Theta: -0.13
Omega: 11.85
Rho: 0.14
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.003
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -33.33%
3 Months
  -60.00%
YTD
  -80.00%
1 Year
  -86.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.002
1M High / 1M Low: 0.004 0.002
6M High / 6M Low: 0.008 0.001
High (YTD): 1/3/2024 0.015
Low (YTD): 5/6/2024 0.001
52W High: 10/23/2023 0.020
52W Low: 5/6/2024 0.001
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.004
Avg. volume 6M:   0.000
Avg. price 1Y:   0.008
Avg. volume 1Y:   0.000
Volatility 1M:   312.34%
Volatility 6M:   383.35%
Volatility 1Y:   324.30%
Volatility 3Y:   -