Goldman Sachs Call 500 SWZCF 21.0.../  DE000GZ2J0Y7  /

EUWAX
2024-06-17  10:21:42 AM Chg.+0.050 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.250EUR +25.00% -
Bid Size: -
-
Ask Size: -
SwissCom AG 500.00 - 2024-06-21 Call
 

Master data

WKN: GZ2J0Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SwissCom AG
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 2024-06-21
Issue date: 2022-11-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 118.97
Leverage: Yes

Calculated values

Fair value: 1.78
Intrinsic value: 1.75
Implied volatility: -
Historic volatility: 0.17
Parity: 1.75
Time value: -1.32
Break-even: 504.35
Moneyness: 1.04
Premium: -0.03
Premium p.a.: -0.90
Spread abs.: 0.20
Spread %: 85.11%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.250
High: 0.250
Low: 0.250
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -65.28%
1 Month
  -75.73%
3 Months
  -90.60%
YTD
  -88.26%
1 Year
  -96.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.720 0.200
1M High / 1M Low: 1.080 0.190
6M High / 6M Low: 5.750 0.190
High (YTD): 2024-03-28 5.750
Low (YTD): 2024-05-30 0.190
52W High: 2023-07-28 8.040
52W Low: 2024-05-30 0.190
Avg. price 1W:   0.414
Avg. volume 1W:   0.000
Avg. price 1M:   0.580
Avg. volume 1M:   0.000
Avg. price 6M:   2.016
Avg. volume 6M:   0.000
Avg. price 1Y:   3.755
Avg. volume 1Y:   0.000
Volatility 1M:   653.29%
Volatility 6M:   338.97%
Volatility 1Y:   250.06%
Volatility 3Y:   -