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Goldman Sachs Call 700 SWZCF 21.0.../  DE000GZ2J4L6  /

EUWAX
2024-05-21  11:27:31 AM Chg.-0.007 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.003EUR -70.00% -
Bid Size: -		 -
Ask Size: -		 SwissCom AG 700.00 - 2024-06-21 Call
 

Master data

WKN: GZ2J4L
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SwissCom AG
Type: Warrant
Option type: Call
Strike price: 700.00 -
Maturity: 2024-06-21
Issue date: 2022-11-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 164.59
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.72
Historic volatility: 0.17
Parity: -19.80
Time value: 0.31
Break-even: 703.05
Moneyness: 0.72
Premium: 0.40
Premium p.a.: 51.77
Spread abs.: 0.30
Spread %: 7,525.00%
Delta: 0.07
Theta: -0.23
Omega: 11.67
Rho: 0.03
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -70.00%
1 Month
  -85.00%
3 Months
  -92.50%
YTD
  -70.00%
1 Year
  -99.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.003
1M High / 1M Low: 0.020 0.003
6M High / 6M Low: 0.070 0.003
High (YTD): 2024-03-18 0.070
Low (YTD): 2024-05-21 0.003
52W High: 2023-05-23 0.650
52W Low: 2024-05-21 0.003
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.013
Avg. volume 1M:   0.000
Avg. price 6M:   0.021
Avg. volume 6M:   0.000
Avg. price 1Y:   0.136
Avg. volume 1Y:   0.000
Volatility 1M:   638.85%
Volatility 6M:   622.49%
Volatility 1Y:   458.43%
Volatility 3Y:   -