Goldman Sachs Call 260 UHR 19.07..../  DE000GG79M32  /

EUWAX
2024-06-21  9:29:42 AM Chg.-0.010 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.020EUR -33.33% -
Bid Size: -
-
Ask Size: -
SWATCH GROUP I 260.00 CHF 2024-07-19 Call
 

Master data

WKN: GG79M3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Call
Strike price: 260.00 CHF
Maturity: 2024-07-19
Issue date: 2024-05-03
Last trading day: 2024-07-18
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 172.88
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.76
Historic volatility: 0.27
Parity: -7.66
Time value: 0.11
Break-even: 273.04
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 91.41
Spread abs.: 0.10
Spread %: 769.23%
Delta: 0.07
Theta: -0.10
Omega: 11.88
Rho: 0.01
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+11.11%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.020
1M High / 1M Low: 0.030 0.010
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.022
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   430.54%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -