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

EUWAX
08/11/2024  12:12:46 Chg.0.000 Bid22:00:28 Ask22:00:28 Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 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: 151.25
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.53
Historic volatility: 0.18
Parity: -2.29
Time value: 0.05
Break-even: 1,005.10
Moneyness: 0.77
Premium: 0.30
Premium p.a.: 9.55
Spread abs.: 0.05
Spread %: 5,000.00%
Delta: 0.09
Theta: -0.27
Omega: 13.16
Rho: 0.07
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -50.00%
3 Months
  -85.71%
YTD
  -90.00%
1 Year
  -88.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.002 0.001
6M High / 6M Low: 0.008 0.001
High (YTD): 03/01/2024 0.015
Low (YTD): 08/11/2024 0.001
52W High: 03/01/2024 0.015
52W Low: 08/11/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.003
Avg. volume 6M:   0.000
Avg. price 1Y:   0.006
Avg. volume 1Y:   0.000
Volatility 1M:   176.78%
Volatility 6M:   395.55%
Volatility 1Y:   341.86%
Volatility 3Y:   -