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Goldman Sachs Call 400 SWGAF 20.0.../  DE000GP76WC0  /

EUWAX
24/06/2024  10:17:51 Chg.-0.009 Bid21:59:42 Ask21:59:42 Underlying Strike price Expiration date Option type
0.031EUR -22.50% 0.030
Bid Size: 10,000		 0.230
Ask Size: 3,000		 Swatch Group AG 400.00 - 20/06/2025 Call
 

Master data

WKN: GP76WC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 20/06/2025
Issue date: 29/06/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 81.06
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.27
Parity: -20.47
Time value: 0.24
Break-even: 402.41
Moneyness: 0.49
Premium: 1.06
Premium p.a.: 1.08
Spread abs.: 0.20
Spread %: 487.80%
Delta: 0.08
Theta: -0.02
Omega: 6.23
Rho: 0.12
 

Quote data

Open: 0.031
High: 0.031
Low: 0.031
Previous Close: 0.040
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -27.91%
1 Month
  -35.42%
3 Months
  -40.38%
YTD
  -83.68%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.050 0.040
1M High / 1M Low: 0.050 0.032
6M High / 6M Low: 0.250 0.032
High (YTD): 03/01/2024 0.250
Low (YTD): 31/05/2024 0.032
52W High: - -
52W Low: - -
Avg. price 1W:   0.045
Avg. volume 1W:   0.000
Avg. price 1M:   0.043
Avg. volume 1M:   0.000
Avg. price 6M:   0.080
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   212.13%
Volatility 6M:   198.22%
Volatility 1Y:   -
Volatility 3Y:   -