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Goldman Sachs Call 400 SWGAF 20.1.../  DE000GZ692Z5  /

EUWAX
9/25/2024  10:12:57 AM Chg.-0.001 Bid10:00:25 PM Ask10:00:25 PM Underlying Strike price Expiration date Option type
0.006EUR -14.29% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 400.00 - 12/20/2024 Call
 

Master data

WKN: GZ692Z
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 12/20/2024
Issue date: 12/30/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 427.76
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.28
Parity: -23.75
Time value: 0.04
Break-even: 400.38
Moneyness: 0.41
Premium: 1.46
Premium p.a.: 44.87
Spread abs.: 0.03
Spread %: 442.86%
Delta: 0.02
Theta: -0.02
Omega: 7.94
Rho: 0.01
 

Quote data

Open: 0.006
High: 0.006
Low: 0.006
Previous Close: 0.007
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+50.00%
1 Month  
+100.00%
3 Months
  -40.00%
YTD
  -95.00%
1 Year
  -95.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.004
1M High / 1M Low: 0.010 0.003
6M High / 6M Low: 0.050 0.003
High (YTD): 1/3/2024 0.130
Low (YTD): 9/13/2024 0.003
52W High: 11/8/2023 0.260
52W Low: 9/13/2024 0.003
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.017
Avg. volume 6M:   0.000
Avg. price 1Y:   0.068
Avg. volume 1Y:   0.000
Volatility 1M:   1,373.91%
Volatility 6M:   863.24%
Volatility 1Y:   636.18%
Volatility 3Y:   -