Goldman Sachs Call 500 SWGAF 21.06.2024
/ DE000GZ70BS2
Goldman Sachs Call 500 SWGAF 21.0.../ DE000GZ70BS2 /
2024-06-03 10:17:51 AM |
Chg.0.000 |
Bid2024-06-03 |
Ask2024-06-03 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
0.00% |
0.001 Bid Size: 10,000 |
0.150 Ask Size: 5,000 |
Swatch Group AG |
500.00 - |
2024-06-21 |
Call |
Master data
WKN: |
GZ70BS |
Issuer: |
Goldman Sachs Bank Europe SE |
Currency: |
EUR |
Underlying: |
Swatch Group AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
500.00 - |
Maturity: |
2024-06-21 |
Issue date: |
2023-01-16 |
Last trading day: |
2024-06-20 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
129.74 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
2.18 |
Historic volatility: |
0.26 |
Parity: |
-30.41 |
Time value: |
0.15 |
Break-even: |
501.51 |
Moneyness: |
0.39 |
Premium: |
1.56 |
Premium p.a.: |
0.00 |
Spread abs.: |
0.15 |
Spread %: |
15,000.00% |
Delta: |
0.05 |
Theta: |
-0.25 |
Omega: |
5.92 |
Rho: |
0.00 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
0.00% |
3 Months |
|
|
-66.67% |
YTD |
|
|
-95.00% |
1 Year |
|
|
-98.89% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.001 |
0.001 |
1M High / 1M Low: |
0.001 |
0.001 |
6M High / 6M Low: |
0.050 |
0.001 |
High (YTD): |
2024-02-13 |
0.020 |
Low (YTD): |
2024-05-31 |
0.001 |
52W High: |
2023-06-09 |
0.120 |
52W Low: |
2024-05-31 |
0.001 |
Avg. price 1W: |
|
0.001 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.001 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.009 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.030 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
- |
Volatility 6M: |
|
556.44% |
Volatility 1Y: |
|
438.24% |
Volatility 3Y: |
|
- |