Goldman Sachs Call 700 SWSDF 20.09.2024
/ DE000GQ58Q15
Goldman Sachs Call 700 SWSDF 20.0.../ DE000GQ58Q15 /
| 2024-06-21 9:35:38 AM |
Chg.+0.007 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.077EUR |
+10.00% |
-
Bid Size: - |
-
Ask Size: - |
Swiss Life Holding |
700.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
GQ58Q1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Swiss Life Holding |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
64.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.12 |
| Historic volatility: |
0.20 |
| Parity: |
-0.18 |
| Time value: |
0.11 |
| Break-even: |
710.60 |
| Moneyness: |
0.97 |
| Premium: |
0.04 |
| Premium p.a.: |
0.18 |
| Spread abs.: |
0.03 |
| Spread %: |
45.21% |
| Delta: |
0.39 |
| Theta: |
-0.11 |
| Omega: |
25.17 |
| Rho: |
0.63 |
Quote data
| Open: |
0.077 |
| High: |
0.077 |
| Low: |
0.077 |
| Previous Close: |
0.070 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+54.00% |
| 1 Month |
|
|
+50.98% |
| 3 Months |
|
|
-13.48% |
| YTD |
|
|
+45.28% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.079 |
0.059 |
| 1M High / 1M Low: |
0.079 |
0.038 |
| 6M High / 6M Low: |
0.150 |
0.027 |
| High (YTD): |
2024-03-13 |
0.150 |
| Low (YTD): |
2024-05-02 |
0.027 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.071 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.053 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.065 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
213.67% |
| Volatility 6M: |
|
226.40% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
