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Goldman Sachs Call 200 UHR 20.06..../  DE000GQ56C05  /

EUWAX
11/15/2024  9:59:43 AM Chg.+0.070 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.410EUR +20.59% -
Bid Size: -		 -
Ask Size: -		 SWATCH GROUP I 200.00 CHF 6/20/2025 Call
 

Master data

WKN: GQ56C0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Call
Strike price: 200.00 CHF
Maturity: 6/20/2025
Issue date: 9/22/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 32.61
Leverage: Yes

Calculated values

Fair value: 0.80
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.33
Parity: -3.47
Time value: 0.55
Break-even: 219.23
Moneyness: 0.84
Premium: 0.22
Premium p.a.: 0.41
Spread abs.: 0.16
Spread %: 42.23%
Delta: 0.26
Theta: -0.03
Omega: 8.56
Rho: 0.25
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.340
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -24.07%
3 Months
  -62.04%
YTD
  -91.77%
1 Year
  -92.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.420 0.300
1M High / 1M Low: 1.160 0.300
6M High / 6M Low: 2.290 0.180
High (YTD): 1/2/2024 4.680
Low (YTD): 9/23/2024 0.180
52W High: 11/20/2023 5.540
52W Low: 9/23/2024 0.180
Avg. price 1W:   0.356
Avg. volume 1W:   0.000
Avg. price 1M:   0.685
Avg. volume 1M:   0.000
Avg. price 6M:   0.982
Avg. volume 6M:   0.000
Avg. price 1Y:   2.104
Avg. volume 1Y:   0.000
Volatility 1M:   285.26%
Volatility 6M:   298.23%
Volatility 1Y:   225.28%
Volatility 3Y:   -