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

EUWAX
20/09/2024  09:39:17 Chg.-0.003 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.023EUR -11.54% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 250.00 - 20/12/2024 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: 20/12/2024
Issue date: 05/05/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 165.67
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.52
Historic volatility: 0.27
Parity: -8.93
Time value: 0.10
Break-even: 250.97
Moneyness: 0.64
Premium: 0.56
Premium p.a.: 5.10
Spread abs.: 0.07
Spread %: 259.26%
Delta: 0.06
Theta: -0.03
Omega: 9.92
Rho: 0.02
 

Quote data

Open: 0.023
High: 0.023
Low: 0.023
Previous Close: 0.026
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.29%
1 Month
  -36.11%
3 Months
  -85.63%
YTD
  -98.56%
1 Year
  -99.09%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.018
1M High / 1M Low: 0.044 0.017
6M High / 6M Low: 0.540 0.017
High (YTD): 02/01/2024 1.460
Low (YTD): 13/09/2024 0.017
52W High: 08/11/2023 2.580
52W Low: 13/09/2024 0.017
Avg. price 1W:   0.021
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   0.167
Avg. volume 6M:   0.000
Avg. price 1Y:   0.773
Avg. volume 1Y:   0.000
Volatility 1M:   216.37%
Volatility 6M:   206.24%
Volatility 1Y:   192.95%
Volatility 3Y:   -