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

EUWAX
7/30/2024  10:13:40 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.020EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 400.00 - 6/20/2025 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: 6/20/2025
Issue date: 6/29/2023
Last trading day: 6/19/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 145.71
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.27
Parity: -21.50
Time value: 0.13
Break-even: 401.27
Moneyness: 0.46
Premium: 1.17
Premium p.a.: 1.39
Spread abs.: 0.10
Spread %: 408.00%
Delta: 0.05
Theta: -0.01
Omega: 6.98
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
  -33.33%
3 Months
  -62.26%
YTD
  -89.47%
1 Year
  -97.47%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.020
1M High / 1M Low: 0.070 0.020
6M High / 6M Low: 0.130 0.020
High (YTD): 1/3/2024 0.250
Low (YTD): 7/30/2024 0.020
52W High: 8/1/2023 0.790
52W Low: 7/30/2024 0.020
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.057
Avg. volume 6M:   0.000
Avg. price 1Y:   0.180
Avg. volume 1Y:   21.825
Volatility 1M:   506.77%
Volatility 6M:   273.90%
Volatility 1Y:   224.47%
Volatility 3Y:   -