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Goldman Sachs Put 400 SWZCF 21.06.../  DE000GZ36JL1  /

EUWAX
2024-05-22  9:21:44 AM Chg.0.000 Bid2:41:50 PM Ask2:41:50 PM Underlying Strike price Expiration date Option type
0.004EUR 0.00% 0.004
Bid Size: 50,000		 0.014
Ask Size: 50,000		 SwissCom AG 400.00 - 2024-06-21 Put
 

Master data

WKN: GZ36JL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SwissCom AG
Type: Warrant
Option type: Put
Strike price: 400.00 -
Maturity: 2024-06-21
Issue date: 2022-11-15
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -152.27
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.17
Parity: -1.03
Time value: 0.03
Break-even: 396.70
Moneyness: 0.80
Premium: 0.21
Premium p.a.: 9.22
Spread abs.: 0.03
Spread %: 1,000.00%
Delta: -0.08
Theta: -0.21
Omega: -11.88
Rho: -0.03
 

Quote data

Open: 0.004
High: 0.004
Low: 0.004
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -33.33%
3 Months
  -75.00%
YTD
  -85.71%
1 Year
  -92.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.003
1M High / 1M Low: 0.007 0.003
6M High / 6M Low: 0.033 0.003
High (YTD): 2024-01-09 0.029
Low (YTD): 2024-05-16 0.003
52W High: 2023-06-08 0.070
52W Low: 2024-05-16 0.003
Avg. price 1W:   0.004
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.017
Avg. volume 6M:   0.000
Avg. price 1Y:   0.033
Avg. volume 1Y:   0.000
Volatility 1M:   224.16%
Volatility 6M:   223.04%
Volatility 1Y:   166.53%
Volatility 3Y:   -