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Goldman Sachs Call 800 SWSDF 20.1.../  DE000GZ6DTL0  /

EUWAX
2024-09-23  10:53:26 AM Chg.-0.001 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.030EUR -3.23% -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 800.00 - 2024-12-20 Call
 

Master data

WKN: GZ6DTL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Call
Strike price: 800.00 -
Maturity: 2024-12-20
Issue date: 2023-01-03
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 91.04
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.19
Parity: -0.63
Time value: 0.08
Break-even: 808.10
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.46
Spread abs.: 0.05
Spread %: 161.29%
Delta: 0.22
Theta: -0.13
Omega: 20.14
Rho: 0.37
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.031
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+42.86%
3 Months  
+20.00%
YTD
  -14.29%
1 Year
  -40.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.033 0.030
1M High / 1M Low: 0.035 0.021
6M High / 6M Low: 0.039 0.014
High (YTD): 2024-03-13 0.065
Low (YTD): 2024-05-03 0.014
52W High: 2024-03-13 0.065
52W Low: 2024-05-03 0.014
Avg. price 1W:   0.031
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.026
Avg. volume 6M:   0.000
Avg. price 1Y:   0.033
Avg. volume 1Y:   0.000
Volatility 1M:   147.43%
Volatility 6M:   181.93%
Volatility 1Y:   164.03%
Volatility 3Y:   -