Goldman Sachs Call 120 SWKS 21.06.../  DE000GZ8SBJ6  /

EUWAX
2024-06-14  10:06:29 AM Chg.+0.003 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.011EUR +37.50% -
Bid Size: -
-
Ask Size: -
Skyworks Solutions I... 120.00 - 2024-06-21 Call
 

Master data

WKN: GZ8SBJ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Skyworks Solutions Inc
Type: Warrant
Option type: Call
Strike price: 120.00 -
Maturity: 2024-06-21
Issue date: 2023-02-17
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 121.87
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.25
Historic volatility: 0.29
Parity: -2.25
Time value: 0.08
Break-even: 120.80
Moneyness: 0.81
Premium: 0.24
Premium p.a.: 0.00
Spread abs.: 0.07
Spread %: 700.00%
Delta: 0.11
Theta: -0.25
Omega: 13.74
Rho: 0.00
 

Quote data

Open: 0.011
High: 0.011
Low: 0.011
Previous Close: 0.008
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+175.00%
1 Month  
+10.00%
3 Months
  -95.60%
YTD
  -98.36%
1 Year
  -98.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.011 0.004
1M High / 1M Low: 0.011 0.004
6M High / 6M Low: 0.680 0.004
High (YTD): 2024-01-02 0.450
Low (YTD): 2024-06-12 0.004
52W High: 2023-07-17 1.240
52W Low: 2024-06-12 0.004
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.199
Avg. volume 6M:   0.000
Avg. price 1Y:   0.405
Avg. volume 1Y:   0.000
Volatility 1M:   488.35%
Volatility 6M:   369.75%
Volatility 1Y:   285.57%
Volatility 3Y:   -