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Goldman Sachs Call 400 SWGAF 20.0.../  DE000GP76WC0  /

EUWAX
2024-07-04  10:24:35 AM Chg.- Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.020EUR - -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 400.00 - 2025-06-20 Call
 

Master data

WKN: GP76WC
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 152.88
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.26
Parity: -20.89
Time value: 0.13
Break-even: 401.25
Moneyness: 0.48
Premium: 1.10
Premium p.a.: 1.17
Spread abs.: 0.10
Spread %: 400.00%
Delta: 0.05
Theta: -0.01
Omega: 7.27
Rho: 0.07
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -33.33%
1 Month
  -48.72%
3 Months
  -66.67%
YTD
  -89.47%
1 Year
  -96.61%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.020
1M High / 1M Low: 0.050 0.020
6M High / 6M Low: 0.160 0.020
High (YTD): 2024-01-03 0.250
Low (YTD): 2024-07-04 0.020
52W High: 2023-07-13 1.040
52W Low: 2024-07-04 0.020
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.035
Avg. volume 1M:   0.000
Avg. price 6M:   0.070
Avg. volume 6M:   0.000
Avg. price 1Y:   0.225
Avg. volume 1Y:   21.912
Volatility 1M:   286.85%
Volatility 6M:   208.43%
Volatility 1Y:   187.76%
Volatility 3Y:   -