OverviewChartNewsTraderScreen

Goldman Sachs Call 500 SWGAF 20.1.../  DE000GZ70BQ6  /

EUWAX
02/08/2024  09:49:11 Chg.0.000 Bid22:00:35 Ask22:00:35 Underlying Strike price Expiration date Option type
0.003EUR 0.00% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 500.00 - 20/12/2024 Call
 

Master data

WKN: GZ70BQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 20/12/2024
Issue date: 16/01/2023
Last trading day: 19/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 180.53
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.27
Parity: -31.41
Time value: 0.10
Break-even: 501.03
Moneyness: 0.37
Premium: 1.69
Premium p.a.: 12.50
Spread abs.: 0.10
Spread %: 3,333.33%
Delta: 0.03
Theta: -0.02
Omega: 6.24
Rho: 0.02
 

Quote data

Open: 0.003
High: 0.003
Low: 0.003
Previous Close: 0.003
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -70.00%
YTD
  -95.00%
1 Year
  -97.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.002
1M High / 1M Low: 0.010 0.002
6M High / 6M Low: 0.040 0.002
High (YTD): 03/01/2024 0.060
Low (YTD): 31/07/2024 0.002
52W High: 04/08/2023 0.150
52W Low: 31/07/2024 0.002
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.005
Avg. volume 1M:   0.000
Avg. price 6M:   0.014
Avg. volume 6M:   0.000
Avg. price 1Y:   0.046
Avg. volume 1Y:   0.000
Volatility 1M:   1,097.61%
Volatility 6M:   603.83%
Volatility 1Y:   473.92%
Volatility 3Y:   -