Goldman Sachs Call 800 SWZCF 21.0.../  DE000GZ2FD23  /

EUWAX
22/05/2024  09:26:32 Chg.0.000 Bid17:30:12 Ask17:30:12 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 10,000
0.300
Ask Size: 1,000
SwissCom AG 800.00 - 21/06/2024 Call
 

Master data

WKN: GZ2FD2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SwissCom AG
Type: Warrant
Option type: Call
Strike price: 800.00 -
Maturity: 21/06/2024
Issue date: 02/11/2022
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 166.94
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.94
Historic volatility: 0.17
Parity: -29.75
Time value: 0.30
Break-even: 803.01
Moneyness: 0.63
Premium: 0.60
Premium p.a.: 0.00
Spread abs.: 0.30
Spread %: 30,000.00%
Delta: 0.06
Theta: -0.26
Omega: 9.57
Rho: 0.02
 

Quote data

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

Performance

1 Week
  -66.67%
1 Month
  -90.00%
3 Months
  -95.00%
YTD
  -66.67%
1 Year
  -99.57%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.001
1M High / 1M Low: 0.010 0.001
6M High / 6M Low: 0.040 0.001
High (YTD): 18/03/2024 0.040
Low (YTD): 21/05/2024 0.001
52W High: 06/06/2023 0.320
52W Low: 21/05/2024 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.006
Avg. volume 1M:   0.000
Avg. price 6M:   0.010
Avg. volume 6M:   0.000
Avg. price 1Y:   0.065
Avg. volume 1Y:   0.000
Volatility 1M:   1,493.17%
Volatility 6M:   1,168.80%
Volatility 1Y:   857.27%
Volatility 3Y:   -