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

EUWAX
2024-07-26  9:20:18 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.003EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 1,000.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-03-07
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 130.91
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.19
Parity: -3.06
Time value: 0.05
Break-even: 1,005.30
Moneyness: 0.69
Premium: 0.45
Premium p.a.: 1.53
Spread abs.: 0.05
Spread %: 1,666.67%
Delta: 0.08
Theta: -0.09
Omega: 10.45
Rho: 0.20
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.003
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months     0.00%
YTD
  -70.00%
1 Year
  -76.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.003 0.003
1M High / 1M Low: 0.008 0.003
6M High / 6M Low: 0.013 0.001
High (YTD): 2024-01-03 0.015
Low (YTD): 2024-05-06 0.001
52W High: 2023-09-14 0.026
52W Low: 2024-05-06 0.001
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.006
Avg. volume 6M:   0.000
Avg. price 1Y:   0.009
Avg. volume 1Y:   0.000
Volatility 1M:   318.74%
Volatility 6M:   365.91%
Volatility 1Y:   318.27%
Volatility 3Y:   -