Goldman Sachs Call 800 SWSDF 20.12.2024
/ DE000GZ6DTL0
Goldman Sachs Call 800 SWSDF 20.1.../ DE000GZ6DTL0 /
| 2024-09-24 9:05:53 AM |
Chg.+0.001 |
Bid4:22:30 PM |
Ask4:22:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.031EUR |
+3.33% |
0.030
Bid Size: 10,000 |
0.060
Ask Size: 5,000 |
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: |
100.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.16 |
| Historic volatility: |
0.19 |
| Parity: |
-0.55 |
| Time value: |
0.07 |
| Break-even: |
807.40 |
| Moneyness: |
0.93 |
| Premium: |
0.08 |
| Premium p.a.: |
0.40 |
| Spread abs.: |
0.05 |
| Spread %: |
208.33% |
| Delta: |
0.23 |
| Theta: |
-0.12 |
| Omega: |
22.74 |
| Rho: |
0.38 |
Quote data
| Open: |
0.031 |
| High: |
0.031 |
| Low: |
0.031 |
| Previous Close: |
0.030 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+3.33% |
| 1 Month |
|
|
+47.62% |
| 3 Months |
|
|
+24.00% |
| YTD |
|
|
-11.43% |
| 1 Year |
|
|
-38.00% |
| 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: |
|
- |
