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Goldman Sachs Call 250 SWGAF 20.0.../  DE000GP79LB9  /

EUWAX
2024-08-15  10:47:54 AM Chg.-0.010 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.210EUR -4.55% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 250.00 - 2025-06-20 Call
 

Master data

WKN: GP79LB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2025-06-20
Issue date: 2023-06-30
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 67.01
Leverage: Yes

Calculated values

Fair value: 0.46
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.26
Parity: -5.84
Time value: 0.29
Break-even: 252.86
Moneyness: 0.77
Premium: 0.32
Premium p.a.: 0.39
Spread abs.: 0.09
Spread %: 48.96%
Delta: 0.15
Theta: -0.02
Omega: 10.16
Rho: 0.22
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.220
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.53%
1 Month  
+40.00%
3 Months
  -56.25%
YTD
  -90.63%
1 Year
  -94.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.220 0.190
1M High / 1M Low: 0.220 0.130
6M High / 6M Low: 1.460 0.130
High (YTD): 2024-01-02 2.070
Low (YTD): 2024-07-17 0.130
52W High: 2023-09-04 4.200
52W Low: 2024-07-17 0.130
Avg. price 1W:   0.210
Avg. volume 1W:   0.000
Avg. price 1M:   0.187
Avg. volume 1M:   0.000
Avg. price 6M:   0.553
Avg. volume 6M:   32.520
Avg. price 1Y:   1.500
Avg. volume 1Y:   23.810
Volatility 1M:   184.22%
Volatility 6M:   186.05%
Volatility 1Y:   157.02%
Volatility 3Y:   -