Goldman Sachs Call 500 SWSDF 20.06.2025
/ DE000GP76W32
Goldman Sachs Call 500 SWSDF 20.0.../ DE000GP76W32 /
02/09/2024 10:08:32 |
Chg.+0.01 |
Bid22:00:26 |
Ask22:00:26 |
Underlying |
Strike price |
Expiration date |
Option type |
2.06EUR |
+0.49% |
- Bid Size: - |
- Ask Size: - |
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: |
3.46 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.38 |
Intrinsic value: |
2.24 |
Implied volatility: |
- |
Historic volatility: |
0.19 |
Parity: |
2.24 |
Time value: |
-0.15 |
Break-even: |
709.00 |
Moneyness: |
1.45 |
Premium: |
-0.02 |
Premium p.a.: |
-0.03 |
Spread abs.: |
0.07 |
Spread %: |
3.47% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
2.06 |
High: |
2.06 |
Low: |
2.06 |
Previous Close: |
2.05 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+5.64% |
1 Month |
|
|
+23.35% |
3 Months |
|
|
+45.07% |
YTD |
|
|
+108.08% |
1 Year |
|
|
+136.78% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.05 |
1.95 |
1M High / 1M Low: |
2.05 |
1.41 |
6M High / 6M Low: |
2.05 |
1.10 |
High (YTD): |
30/08/2024 |
2.05 |
Low (YTD): |
19/01/2024 |
0.97 |
52W High: |
30/08/2024 |
2.05 |
52W Low: |
10/11/2023 |
0.76 |
Avg. price 1W: |
|
1.99 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.80 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.58 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
1.31 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
74.44% |
Volatility 6M: |
|
76.78% |
Volatility 1Y: |
|
78.08% |
Volatility 3Y: |
|
- |