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

EUWAX
9/6/2024  9:49:30 AM Chg.0.000 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.010EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 400.00 - 12/20/2024 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: 12/20/2024
Issue date: 12/30/2022
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 166.14
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.79
Historic volatility: 0.26
Parity: -22.56
Time value: 0.11
Break-even: 401.05
Moneyness: 0.44
Premium: 1.30
Premium p.a.: 17.57
Spread abs.: 0.10
Spread %: 2,000.00%
Delta: 0.04
Theta: -0.03
Omega: 6.79
Rho: 0.02
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -67.74%
YTD
  -91.67%
1 Year
  -95.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.004
1M High / 1M Low: 0.010 0.003
6M High / 6M Low: 0.050 0.003
High (YTD): 1/3/2024 0.130
Low (YTD): 8/26/2024 0.003
52W High: 11/8/2023 0.260
52W Low: 8/26/2024 0.003
Avg. price 1W:   0.009
Avg. volume 1W:   0.000
Avg. price 1M:   0.007
Avg. volume 1M:   0.000
Avg. price 6M:   0.019
Avg. volume 6M:   0.000
Avg. price 1Y:   0.077
Avg. volume 1Y:   0.000
Volatility 1M:   801.15%
Volatility 6M:   733.64%
Volatility 1Y:   545.69%
Volatility 3Y:   -