OverviewChartNewsTraderScreen

Goldman Sachs Call 1000 SWSDF 20..../  DE000GZ9NBS6  /

EUWAX
07/10/2024  11:21:40 Chg.-0.001 Bid11:55:00 Ask11:55:00 Underlying Strike price Expiration date Option type
0.001EUR -50.00% 0.002
Bid Size: 30,000		 0.022
Ask Size: 30,000		 Swiss Life Holding 1,000.00 - 20/12/2024 Call
 

Master data

WKN: GZ9NBS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Call
Strike price: 1,000.00 -
Maturity: 20/12/2024
Issue date: 07/03/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 141.58
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.45
Historic volatility: 0.19
Parity: -2.64
Time value: 0.05
Break-even: 1,005.20
Moneyness: 0.74
Premium: 0.37
Premium p.a.: 3.65
Spread abs.: 0.05
Spread %: 2,500.00%
Delta: 0.08
Theta: -0.16
Omega: 11.76
Rho: 0.11
 

Quote data

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

Performance

1 Week
  -50.00%
1 Month
  -66.67%
3 Months
  -66.67%
YTD
  -90.00%
1 Year
  -94.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.002 0.002
1M High / 1M Low: 0.004 0.002
6M High / 6M Low: 0.008 0.001
High (YTD): 03/01/2024 0.015
Low (YTD): 06/05/2024 0.001
52W High: 23/10/2023 0.020
52W Low: 06/05/2024 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:   0.004
Avg. volume 6M:   0.000
Avg. price 1Y:   0.007
Avg. volume 1Y:   0.000
Volatility 1M:   215.40%
Volatility 6M:   375.14%
Volatility 1Y:   308.25%
Volatility 3Y:   -