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Goldman Sachs Call 300 SWGAF 20.0.../  DE000GP76V25  /

EUWAX
2024-08-15  10:24:49 AM Chg.0.000 Bid10:00:26 PM Ask10:00:26 PM Underlying Strike price Expiration date Option type
0.090EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 300.00 - 2025-06-20 Call
 

Master data

WKN: GP76V2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 102.49
Leverage: Yes

Calculated values

Fair value: 0.10
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.26
Parity: -10.84
Time value: 0.19
Break-even: 301.87
Moneyness: 0.64
Premium: 0.58
Premium p.a.: 0.71
Spread abs.: 0.11
Spread %: 139.74%
Delta: 0.09
Theta: -0.01
Omega: 8.76
Rho: 0.12
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.090
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+12.50%
1 Month
  -18.18%
3 Months
  -47.06%
YTD
  -89.89%
1 Year
  -95.73%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.090 0.080
1M High / 1M Low: 0.110 0.050
6M High / 6M Low: 0.520 0.050
High (YTD): 2024-01-02 0.800
Low (YTD): 2024-07-17 0.050
52W High: 2023-08-15 2.110
52W Low: 2024-07-17 0.050
Avg. price 1W:   0.084
Avg. volume 1W:   0.000
Avg. price 1M:   0.075
Avg. volume 1M:   0.000
Avg. price 6M:   0.190
Avg. volume 6M:   0.000
Avg. price 1Y:   0.630
Avg. volume 1Y:   0.000
Volatility 1M:   246.08%
Volatility 6M:   191.44%
Volatility 1Y:   169.04%
Volatility 3Y:   -