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

EUWAX
5/21/2024  11:27:31 AM Chg.-0.130 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.900EUR -12.62% -
Bid Size: -		 -
Ask Size: -		 SwissCom AG 500.00 - 6/21/2024 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: 6/21/2024
Issue date: 11/3/2022
Last trading day: 6/20/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 42.54
Leverage: Yes

Calculated values

Fair value: 1.16
Intrinsic value: 0.20
Implied volatility: 0.17
Historic volatility: 0.17
Parity: 0.20
Time value: 0.98
Break-even: 511.80
Moneyness: 1.00
Premium: 0.02
Premium p.a.: 0.26
Spread abs.: 0.22
Spread %: 22.92%
Delta: 0.57
Theta: -0.19
Omega: 24.15
Rho: 0.23
 

Quote data

Open: 0.900
High: 0.900
Low: 0.900
Previous Close: 1.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.35%
1 Month
  -68.64%
3 Months
  -63.41%
YTD
  -57.75%
1 Year
  -91.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.130 0.900
1M High / 1M Low: 2.870 0.830
6M High / 6M Low: 5.750 0.830
High (YTD): 3/28/2024 5.750
Low (YTD): 5/2/2024 0.830
52W High: 5/22/2023 10.330
52W Low: 5/2/2024 0.830
Avg. price 1W:   1.002
Avg. volume 1W:   0.000
Avg. price 1M:   1.434
Avg. volume 1M:   0.000
Avg. price 6M:   2.316
Avg. volume 6M:   0.000
Avg. price 1Y:   4.361
Avg. volume 1Y:   0.000
Volatility 1M:   252.71%
Volatility 6M:   232.06%
Volatility 1Y:   177.13%
Volatility 3Y:   -