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Goldman Sachs Call 220 UHR 20.12..../  DE000GQ6HX89  /

EUWAX
7/9/2024  10:15:20 AM Chg.+0.010 Bid11:06:54 AM Ask11:06:54 AM Underlying Strike price Expiration date Option type
0.340EUR +3.03% 0.360
Bid Size: 10,000		 0.410
Ask Size: 2,000		 SWATCH GROUP I 220.00 CHF 12/20/2024 Call
 

Master data

WKN: GQ6HX8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Call
Strike price: 220.00 CHF
Maturity: 12/20/2024
Issue date: 10/5/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 46.13
Leverage: Yes

Calculated values

Fair value: 0.37
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.26
Parity: -3.60
Time value: 0.41
Break-even: 230.60
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 0.53
Spread abs.: 0.07
Spread %: 20.41%
Delta: 0.22
Theta: -0.04
Omega: 10.30
Rho: 0.17
 

Quote data

Open: 0.340
High: 0.340
Low: 0.340
Previous Close: 0.330
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+9.68%
1 Month
  -29.17%
3 Months
  -71.19%
YTD
  -88.93%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.330 0.300
1M High / 1M Low: 0.510 0.300
6M High / 6M Low: 2.330 0.300
High (YTD): 1/2/2024 2.820
Low (YTD): 7/3/2024 0.300
52W High: - -
52W Low: - -
Avg. price 1W:   0.318
Avg. volume 1W:   0.000
Avg. price 1M:   0.408
Avg. volume 1M:   0.000
Avg. price 6M:   1.010
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   159.77%
Volatility 6M:   182.21%
Volatility 1Y:   -
Volatility 3Y:   -