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

EUWAX
9/26/2024  11:20:57 AM Chg.+0.001 Bid5:30:12 PM Ask5:30:12 PM Underlying Strike price Expiration date Option type
0.004EUR +33.33% 0.010
Bid Size: 10,000		 0.110
Ask Size: 3,000		 Swatch Group AG 500.00 - 12/20/2024 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: 12/20/2024
Issue date: 1/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 159.95
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.10
Historic volatility: 0.28
Parity: -33.53
Time value: 0.10
Break-even: 501.03
Moneyness: 0.33
Premium: 2.04
Premium p.a.: 0.00
Spread abs.: 0.10
Spread %: 3,333.33%
Delta: 0.04
Theta: -0.04
Omega: 5.66
Rho: 0.01
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.003
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+33.33%
1 Month  
+300.00%
3 Months
  -60.00%
YTD
  -93.33%
1 Year
  -90.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.003
1M High / 1M Low: 0.010 0.001
6M High / 6M Low: 0.030 0.001
High (YTD): 1/3/2024 0.060
Low (YTD): 9/12/2024 0.001
52W High: 11/8/2023 0.130
52W Low: 9/12/2024 0.001
Avg. price 1W:   0.005
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.008
Avg. volume 6M:   0.000
Avg. price 1Y:   0.033
Avg. volume 1Y:   0.000
Volatility 1M:   993.05%
Volatility 6M:   720.89%
Volatility 1Y:   574.21%
Volatility 3Y:   -