Goldman Sachs Call 350 UHR 21.03..../  DE000GG6BFK8  /

EUWAX
24/05/2024  10:21:23 Chg.-0.001 Bid22:00:36 Ask22:00:36 Underlying Strike price Expiration date Option type
0.063EUR -1.56% -
Bid Size: -
-
Ask Size: -
SWATCH GROUP I 350.00 CHF 21/03/2025 Call
 

Master data

WKN: GG6BFK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Call
Strike price: 350.00 CHF
Maturity: 21/03/2025
Issue date: 03/04/2024
Last trading day: 20/03/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 115.57
Leverage: Yes

Calculated values

Fair value: 0.02
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.27
Parity: -16.09
Time value: 0.17
Break-even: 354.42
Moneyness: 0.54
Premium: 0.85
Premium p.a.: 1.11
Spread abs.: 0.10
Spread %: 151.52%
Delta: 0.07
Theta: -0.02
Omega: 7.56
Rho: 0.09
 

Quote data

Open: 0.063
High: 0.063
Low: 0.063
Previous Close: 0.064
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -21.25%
1 Month
  -3.08%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.063
1M High / 1M Low: 0.080 0.052
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.069
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   144.19%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -