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

EUWAX
21/06/2024  10:38:40 Chg.-0.003 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
0.034EUR -8.11% -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 800.00 - 20/12/2024 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: 20/12/2024
Issue date: 03/01/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 81.14
Leverage: Yes

Calculated values

Fair value: 0.09
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.20
Parity: -1.18
Time value: 0.08
Break-even: 808.40
Moneyness: 0.85
Premium: 0.19
Premium p.a.: 0.41
Spread abs.: 0.05
Spread %: 154.55%
Delta: 0.17
Theta: -0.08
Omega: 14.08
Rho: 0.54
 

Quote data

Open: 0.034
High: 0.034
Low: 0.034
Previous Close: 0.037
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.68%
1 Month  
+41.67%
3 Months
  -17.07%
YTD
  -2.86%
1 Year  
+3.03%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.034
1M High / 1M Low: 0.039 0.020
6M High / 6M Low: 0.065 0.014
High (YTD): 13/03/2024 0.065
Low (YTD): 03/05/2024 0.014
52W High: 14/09/2023 0.070
52W Low: 03/05/2024 0.014
Avg. price 1W:   0.037
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
Avg. volume 1M:   0.000
Avg. price 6M:   0.033
Avg. volume 6M:   0.000
Avg. price 1Y:   0.037
Avg. volume 1Y:   0.000
Volatility 1M:   177.01%
Volatility 6M:   172.88%
Volatility 1Y:   152.43%
Volatility 3Y:   -