Goldman Sachs Call 500 SWSDF 20.12.2024
/ DE000GZ6Y3Z5
Goldman Sachs Call 500 SWSDF 20.1.../ DE000GZ6Y3Z5 /
| 04/07/2024 10:42:51 |
Chg.- |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.73EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
Swiss Life Holding |
500.00 - |
20/12/2024 |
Call |
Master data
| WKN: |
GZ6Y3Z |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Swiss Life Holding |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
500.00 - |
| Maturity: |
20/12/2024 |
| Issue date: |
13/01/2023 |
| Last trading day: |
19/12/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.83 |
| Intrinsic value: |
1.74 |
| Implied volatility: |
- |
| Historic volatility: |
0.20 |
| Parity: |
1.74 |
| Time value: |
0.02 |
| Break-even: |
676.00 |
| Moneyness: |
1.35 |
| Premium: |
0.00 |
| Premium p.a.: |
0.01 |
| Spread abs.: |
0.05 |
| Spread %: |
2.92% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.73 |
| High: |
1.73 |
| Low: |
1.73 |
| Previous Close: |
1.62 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.14% |
| 1 Month |
|
|
+14.57% |
| 3 Months |
|
|
+42.98% |
| YTD |
|
|
+71.29% |
| 1 Year |
|
|
+203.51% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.79 |
1.62 |
| 1M High / 1M Low: |
1.79 |
1.45 |
| 6M High / 6M Low: |
1.79 |
0.99 |
| High (YTD): |
01/07/2024 |
1.79 |
| Low (YTD): |
17/01/2024 |
0.99 |
| 52W High: |
01/07/2024 |
1.79 |
| 52W Low: |
06/07/2023 |
0.57 |
| Avg. price 1W: |
|
1.72 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.62 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.40 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.14 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
54.31% |
| Volatility 6M: |
|
77.20% |
| Volatility 1Y: |
|
81.30% |
| Volatility 3Y: |
|
- |
