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

EUWAX
8/2/2024  9:21:32 AM Chg.0.000 Bid10:00:36 PM Ask10:00:36 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: 137.74
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.42
Historic volatility: 0.27
Parity: -21.41
Time value: 0.14
Break-even: 401.35
Moneyness: 0.46
Premium: 1.16
Premium p.a.: 1.40
Spread abs.: 0.10
Spread %: 285.71%
Delta: 0.05
Theta: -0.01
Omega: 6.91
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     0.00%
1 Month     0.00%
3 Months
  -61.54%
YTD
  -89.47%
1 Year
  -97.10%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 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): 8/2/2024 0.020
52W High: 8/4/2023 0.710
52W Low: 8/2/2024 0.020
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.029
Avg. volume 1M:   0.000
Avg. price 6M:   0.055
Avg. volume 6M:   0.000
Avg. price 1Y:   0.172
Avg. volume 1Y:   21.825
Volatility 1M:   494.85%
Volatility 6M:   273.59%
Volatility 1Y:   224.14%
Volatility 3Y:   -