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Goldman Sachs Call 250 SWGAF 20.1.../  DE000GP3Y8G8  /

EUWAX
2024-06-14  11:29:27 AM Chg.+0.010 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.180EUR +5.88% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 250.00 - 2024-12-20 Call
 

Master data

WKN: GP3Y8G
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-12-20
Issue date: 2023-05-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 68.53
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.26
Parity: -5.68
Time value: 0.28
Break-even: 252.82
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.68
Spread abs.: 0.07
Spread %: 33.02%
Delta: 0.15
Theta: -0.03
Omega: 10.17
Rho: 0.13
 

Quote data

Open: 0.180
High: 0.180
Low: 0.180
Previous Close: 0.170
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -28.00%
3 Months
  -66.04%
YTD
  -88.75%
1 Year
  -96.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.170
1M High / 1M Low: 0.310 0.170
6M High / 6M Low: 1.730 0.170
High (YTD): 2024-01-02 1.460
Low (YTD): 2024-06-13 0.170
52W High: 2023-07-13 6.380
52W Low: 2024-06-13 0.170
Avg. price 1W:   0.178
Avg. volume 1W:   0.000
Avg. price 1M:   0.204
Avg. volume 1M:   0.000
Avg. price 6M:   0.563
Avg. volume 6M:   0.000
Avg. price 1Y:   1.875
Avg. volume 1Y:   3.162
Volatility 1M:   160.70%
Volatility 6M:   192.61%
Volatility 1Y:   160.31%
Volatility 3Y:   -