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Goldman Sachs Call 500 SWSDF 20.0.../  DE000GP76W32  /

EUWAX
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:   -