Goldman Sachs Call 500 SWSDF 20.06.2025
/ DE000GP76W32
Goldman Sachs Call 500 SWSDF 20.0.../ DE000GP76W32 /
16/08/2024 09:22:53 |
Chg.+0.05 |
Bid17:40:54 |
Ask17:40:54 |
Underlying |
Strike price |
Expiration date |
Option type |
1.86EUR |
+2.76% |
1.88 Bid Size: 5,000 |
1.93 Ask Size: 5,000 |
Swiss Life Holding |
500.00 - |
20/06/2025 |
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: |
20/06/2025 |
Issue date: |
29/06/2023 |
Last trading day: |
19/06/2025 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
3.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.10 |
Intrinsic value: |
1.94 |
Implied volatility: |
- |
Historic volatility: |
0.19 |
Parity: |
1.94 |
Time value: |
-0.05 |
Break-even: |
689.00 |
Moneyness: |
1.39 |
Premium: |
-0.01 |
Premium p.a.: |
-0.01 |
Spread abs.: |
0.10 |
Spread %: |
5.59% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.86 |
High: |
1.86 |
Low: |
1.86 |
Previous Close: |
1.81 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.06% |
1 Month |
|
|
+1.64% |
3 Months |
|
|
+12.73% |
YTD |
|
|
+87.88% |
1 Year |
|
|
+132.50% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.81 |
1.69 |
1M High / 1M Low: |
1.91 |
1.41 |
6M High / 6M Low: |
1.94 |
1.10 |
High (YTD): |
11/07/2024 |
1.94 |
Low (YTD): |
19/01/2024 |
0.97 |
52W High: |
11/07/2024 |
1.94 |
52W Low: |
22/08/2023 |
0.75 |
Avg. price 1W: |
|
1.74 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.76 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.54 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.26 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
88.37% |
Volatility 6M: |
|
77.63% |
Volatility 1Y: |
|
79.06% |
Volatility 3Y: |
|
- |