Goldman Sachs Call 800 SWSDF 21.0.../  DE000GK93V37  /

EUWAX
2024-06-14  10:43:08 AM Chg.0.000 Bid10:00:39 PM Ask10:00:39 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
Swiss Life Holding 800.00 - 2024-06-21 Call
 

Master data

WKN: GK93V3
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Call
Strike price: 800.00 -
Maturity: 2024-06-21
Issue date: 2022-08-16
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 92.76
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.29
Historic volatility: 0.20
Parity: -1.41
Time value: 0.07
Break-even: 807.10
Moneyness: 0.82
Premium: 0.23
Premium p.a.: 0.00
Spread abs.: 0.07
Spread %: 7,000.00%
Delta: 0.14
Theta: -2.01
Omega: 12.79
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -75.00%
YTD
  -87.50%
1 Year
  -95.45%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.003 0.001
6M High / 6M Low: 0.012 0.001
High (YTD): 2024-01-03 0.012
Low (YTD): 2024-06-14 0.001
52W High: 2023-09-14 0.028
52W Low: 2024-06-14 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.005
Avg. volume 6M:   0.000
Avg. price 1Y:   0.009
Avg. volume 1Y:   0.000
Volatility 1M:   757.68%
Volatility 6M:   423.99%
Volatility 1Y:   349.49%
Volatility 3Y:   -