Goldman Sachs Call 500 SWSDF 20.06.2025
/ DE000GP76W32
Goldman Sachs Call 500 SWSDF 20.0.../ DE000GP76W32 /
| 2024-10-14 10:21:59 AM |
Chg.+0.02 |
Bid12:44:54 PM |
Ask12:44:54 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.30EUR |
+0.88% |
2.30
Bid Size: 2,000 |
2.40
Ask Size: 500 |
Swiss Life Holding |
500.00 - |
2025-06-20 |
Call |
Master data
| WKN: |
GP76W3 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Swiss Life Holding |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 - |
| Maturity: |
2025-06-20 |
| Issue date: |
2023-06-29 |
| Last trading day: |
2025-06-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.12 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.63 |
| Intrinsic value: |
2.52 |
| Implied volatility: |
- |
| Historic volatility: |
0.18 |
| Parity: |
2.52 |
| Time value: |
-0.11 |
| Break-even: |
741.00 |
| Moneyness: |
1.50 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.02 |
| Spread abs.: |
0.16 |
| Spread %: |
7.11% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
2.30 |
| High: |
2.30 |
| Low: |
2.30 |
| Previous Close: |
2.28 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+6.98% |
| 1 Month |
|
|
+5.02% |
| 3 Months |
|
|
+21.69% |
| YTD |
|
|
+132.32% |
| 1 Year |
|
|
+121.15% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.28 |
2.15 |
| 1M High / 1M Low: |
2.35 |
2.12 |
| 6M High / 6M Low: |
2.35 |
1.10 |
| High (YTD): |
2024-09-26 |
2.35 |
| Low (YTD): |
2024-01-19 |
0.97 |
| 52W High: |
2024-09-26 |
2.35 |
| 52W Low: |
2023-11-10 |
0.76 |
| Avg. price 1W: |
|
2.20 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.23 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.76 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.46 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
33.60% |
| Volatility 6M: |
|
63.36% |
| Volatility 1Y: |
|
74.30% |
| Volatility 3Y: |
|
- |
