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

EUWAX
17/09/2024  10:43:22 Chg.0.000 Bid22:00:32 Ask22:00:32 Underlying Strike price Expiration date Option type
0.070EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 250.00 - 20/06/2025 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: 20/06/2025
Issue date: 30/06/2023
Last trading day: 19/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 114.06
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.26
Parity: -8.69
Time value: 0.14
Break-even: 251.43
Moneyness: 0.65
Premium: 0.54
Premium p.a.: 0.77
Spread abs.: 0.07
Spread %: 95.89%
Delta: 0.08
Theta: -0.01
Omega: 9.27
Rho: 0.09
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.070
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -12.50%
1 Month
  -69.57%
3 Months
  -80.00%
YTD
  -96.88%
1 Year
  -97.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.080 0.070
1M High / 1M Low: 0.210 0.070
6M High / 6M Low: 0.960 0.070
High (YTD): 02/01/2024 2.070
Low (YTD): 17/09/2024 0.070
52W High: 18/09/2023 3.270
52W Low: 17/09/2024 0.070
Avg. price 1W:   0.074
Avg. volume 1W:   0.000
Avg. price 1M:   0.132
Avg. volume 1M:   0.000
Avg. price 6M:   0.388
Avg. volume 6M:   24
Avg. price 1Y:   1.162
Avg. volume 1Y:   23.810
Volatility 1M:   113.13%
Volatility 6M:   178.73%
Volatility 1Y:   159.61%
Volatility 3Y:   -