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Goldman Sachs Call 220 UHR 20.09..../  DE000GQ6HXG4  /

EUWAX
30/07/2024  09:52:55 Chg.+0.005 Bid17:30:11 Ask17:30:11 Underlying Strike price Expiration date Option type
0.032EUR +18.52% 0.030
Bid Size: 10,000		 0.100
Ask Size: 5,000		 SWATCH GROUP I 220.00 CHF 20/09/2024 Call
 

Master data

WKN: GQ6HXG
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Call
Strike price: 220.00 CHF
Maturity: 20/09/2024
Issue date: 05/10/2023
Last trading day: 19/09/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 179.66
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.27
Parity: -4.44
Time value: 0.10
Break-even: 230.46
Moneyness: 0.81
Premium: 0.25
Premium p.a.: 3.67
Spread abs.: 0.08
Spread %: 267.86%
Delta: 0.09
Theta: -0.04
Omega: 15.69
Rho: 0.02
 

Quote data

Open: 0.032
High: 0.032
Low: 0.032
Previous Close: 0.027
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.95%
1 Month
  -73.33%
3 Months
  -92.38%
YTD
  -98.84%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.039 0.027
1M High / 1M Low: 0.110 0.024
6M High / 6M Low: 1.700 0.024
High (YTD): 02/01/2024 2.490
Low (YTD): 17/07/2024 0.024
52W High: - -
52W Low: - -
Avg. price 1W:   0.033
Avg. volume 1W:   0.000
Avg. price 1M:   0.069
Avg. volume 1M:   0.000
Avg. price 6M:   0.553
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   366.45%
Volatility 6M:   254.32%
Volatility 1Y:   -
Volatility 3Y:   -