OverviewChartNewsTraderScreen

Goldman Sachs Call 600 SWZCF 21.0.../  DE000GZ2FD15  /

EUWAX
2024-05-22  9:26:32 AM Chg.0.000 Bid5:30:12 PM Ask5:30:12 PM Underlying Strike price Expiration date Option type
0.020EUR 0.00% 0.020
Bid Size: 10,000		 0.220
Ask Size: 2,000		 SwissCom AG 600.00 - 2024-06-21 Call
 

Master data

WKN: GZ2FD1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SwissCom AG
Type: Warrant
Option type: Call
Strike price: 600.00 -
Maturity: 2024-06-21
Issue date: 2022-11-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 232.64
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.17
Parity: -9.75
Time value: 0.22
Break-even: 602.16
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 8.04
Spread abs.: 0.20
Spread %: 1,250.00%
Delta: 0.08
Theta: -0.16
Omega: 19.15
Rho: 0.03
 

Quote data

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

Performance

1 Week
  -20.00%
1 Month
  -77.78%
3 Months
  -80.00%
YTD
  -84.62%
1 Year
  -99.36%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.020
1M High / 1M Low: 0.090 0.020
6M High / 6M Low: 0.240 0.020
High (YTD): 2024-03-26 0.240
Low (YTD): 2024-05-21 0.020
52W High: 2023-05-22 3.110
52W Low: 2024-05-21 0.020
Avg. price 1W:   0.025
Avg. volume 1W:   0.000
Avg. price 1M:   0.047
Avg. volume 1M:   0.000
Avg. price 6M:   0.116
Avg. volume 6M:   0.000
Avg. price 1Y:   0.616
Avg. volume 1Y:   0.000
Volatility 1M:   447.88%
Volatility 6M:   348.03%
Volatility 1Y:   271.01%
Volatility 3Y:   -