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

EUWAX
7/9/2024  10:51:39 AM Chg.0.000 Bid10:00:40 PM Ask10:00:40 PM Underlying Strike price Expiration date Option type
0.010EUR 0.00% -
Bid Size: -
-
Ask Size: -
Swatch Group AG 500.00 - 12/20/2024 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: 12/20/2024
Issue date: 1/16/2023
Last trading day: 12/19/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 181.43
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.69
Historic volatility: 0.26
Parity: -30.95
Time value: 0.11
Break-even: 501.05
Moneyness: 0.38
Premium: 1.63
Premium p.a.: 7.60
Spread abs.: 0.10
Spread %: 2,000.00%
Delta: 0.04
Theta: -0.02
Omega: 6.36
Rho: 0.03
 

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  
+233.33%
1 Month
  -50.00%
3 Months  
+11.11%
YTD
  -83.33%
1 Year
  -91.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.010 0.003
1M High / 1M Low: 0.030 0.003
6M High / 6M Low: 0.050 0.003
High (YTD): 1/3/2024 0.060
Low (YTD): 7/3/2024 0.003
52W High: 7/13/2023 0.210
52W Low: 7/3/2024 0.003
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.015
Avg. volume 1M:   0.000
Avg. price 6M:   0.018
Avg. volume 6M:   0.000
Avg. price 1Y:   0.057
Avg. volume 1Y:   0.000
Volatility 1M:   650.99%
Volatility 6M:   494.70%
Volatility 1Y:   385.03%
Volatility 3Y:   -