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Goldman Sachs Call 500 SWGAF 20.1.../  DE000GZ70BQ6  /

EUWAX
2024-06-13  10:48:41 AM Chg.- Bid9:04:53 AM Ask9:04:53 AM Underlying Strike price Expiration date Option type
0.020EUR - 0.020
Bid Size: 10,000		 -
Ask Size: -		 Swatch Group AG 500.00 - 2024-12-20 Call
 

Master data

WKN: GZ70BQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 2024-12-20
Issue date: 2023-01-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 89.11
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.26
Parity: -30.49
Time value: 0.22
Break-even: 502.19
Moneyness: 0.39
Premium: 1.57
Premium p.a.: 5.15
Spread abs.: 0.20
Spread %: 1,188.24%
Delta: 0.06
Theta: -0.03
Omega: 5.43
Rho: 0.05
 

Quote data

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

Performance

1 Week     0.00%
1 Month  
+100.00%
3 Months     0.00%
YTD
  -66.67%
1 Year
  -84.62%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.020
1M High / 1M Low: 0.020 0.010
6M High / 6M Low: 0.100 0.006
High (YTD): 2024-01-03 0.060
Low (YTD): 2024-03-27 0.006
52W High: 2023-07-13 0.210
52W Low: 2024-03-27 0.006
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.024
Avg. volume 6M:   0.000
Avg. price 1Y:   0.064
Avg. volume 1Y:   0.000
Volatility 1M:   628.40%
Volatility 6M:   433.22%
Volatility 1Y:   341.84%
Volatility 3Y:   -