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

EUWAX
24/06/2024  10:35:23 Chg.-0.010 Bid17:30:13 Ask17:30:13 Underlying Strike price Expiration date Option type
0.010EUR -50.00% 0.010
Bid Size: 10,000		 0.110
Ask Size: 3,000		 Swatch Group AG 500.00 - 20/12/2024 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: 20/12/2024
Issue date: 16/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 89.61
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.73
Historic volatility: 0.27
Parity: -30.47
Time value: 0.22
Break-even: 502.18
Moneyness: 0.39
Premium: 1.57
Premium p.a.: 5.86
Spread abs.: 0.20
Spread %: 1,111.11%
Delta: 0.06
Theta: -0.03
Omega: 5.44
Rho: 0.05
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.020
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month     0.00%
3 Months     0.00%
YTD
  -83.33%
1 Year
  -90.91%
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: 0.060 0.006
High (YTD): 03/01/2024 0.060
Low (YTD): 27/03/2024 0.006
52W High: 13/07/2023 0.210
52W Low: 27/03/2024 0.006
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.021
Avg. volume 6M:   0.000
Avg. price 1Y:   0.061
Avg. volume 1Y:   0.000
Volatility 1M:   570.34%
Volatility 6M:   440.07%
Volatility 1Y:   347.48%
Volatility 3Y:   -