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Goldman Sachs Call 400 SWGAF 20.1.../  DE000GZ692Z5  /

EUWAX
01/08/2024  11:57:12 Chg.0.000 Bid01/08/2024 Ask01/08/2024 Underlying Strike price Expiration date Option type
0.010EUR 0.00% 0.010
Bid Size: 10,000		 0.110
Ask Size: 5,000		 Swatch Group AG 400.00 - 20/12/2024 Call
 

Master data

WKN: GZ692Z
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 20/12/2024
Issue date: 30/12/2022
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 177.26
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.62
Historic volatility: 0.27
Parity: -21.21
Time value: 0.11
Break-even: 401.06
Moneyness: 0.47
Premium: 1.13
Premium p.a.: 6.12
Spread abs.: 0.10
Spread %: 1,666.67%
Delta: 0.04
Theta: -0.02
Omega: 7.32
Rho: 0.03
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.010
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -50.00%
YTD
  -91.67%
1 Year
  -97.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.010
1M High / 1M Low: 0.050 0.010
6M High / 6M Low: 0.080 0.010
High (YTD): 03/01/2024 0.130
Low (YTD): 31/07/2024 0.010
52W High: 01/08/2023 0.480
52W Low: 31/07/2024 0.010
Avg. price 1W:   0.010
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.027
Avg. volume 6M:   0.000
Avg. price 1Y:   0.107
Avg. volume 1Y:   0.000
Volatility 1M:   1,390.72%
Volatility 6M:   634.31%
Volatility 1Y:   471.15%
Volatility 3Y:   -