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

EUWAX
2024-06-17  9:58:11 AM Chg.-0.001 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.001EUR -50.00% -
Bid Size: -
-
Ask Size: -
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: -99.52
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 2.02
Historic volatility: 0.17
Parity: -1.18
Time value: 0.05
Break-even: 394.80
Moneyness: 0.77
Premium: 0.24
Premium p.a.: 0.00
Spread abs.: 0.05
Spread %: 2,500.00%
Delta: -0.09
Theta: -2.27
Omega: -9.24
Rho: -0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -75.00%
3 Months
  -93.33%
YTD
  -96.43%
1 Year
  -98.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.001
1M High / 1M Low: 0.004 0.001
6M High / 6M Low: 0.029 0.001
High (YTD): 2024-01-09 0.029
Low (YTD): 2024-06-10 0.001
52W High: 2023-08-23 0.060
52W Low: 2024-06-10 0.001
Avg. price 1W:   0.002
Avg. volume 1W:   0.000
Avg. price 1M:   0.003
Avg. volume 1M:   0.000
Avg. price 6M:   0.014
Avg. volume 6M:   0.000
Avg. price 1Y:   0.029
Avg. volume 1Y:   0.000
Volatility 1M:   433.35%
Volatility 6M:   276.90%
Volatility 1Y:   203.06%
Volatility 3Y:   -