Goldman Sachs Call 500 SWSDF 20.12.2024
/ DE000GZ6Y3Z5
Goldman Sachs Call 500 SWSDF 20.1.../ DE000GZ6Y3Z5 /
| 8/9/2024 10:46:24 AM |
Chg.+0.13 |
Bid10:00:39 PM |
Ask10:00:39 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.66EUR |
+8.50% |
-
Bid Size: - |
-
Ask Size: - |
Swiss Life Holding |
500.00 - |
12/20/2024 |
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: |
12/20/2024 |
| Issue date: |
1/13/2023 |
| Last trading day: |
12/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.82 |
| Intrinsic value: |
1.76 |
| Implied volatility: |
- |
| Historic volatility: |
0.19 |
| Parity: |
1.76 |
| Time value: |
-0.09 |
| Break-even: |
667.00 |
| Moneyness: |
1.35 |
| Premium: |
-0.01 |
| Premium p.a.: |
-0.03 |
| Spread abs.: |
0.09 |
| Spread %: |
5.70% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.66 |
| High: |
1.66 |
| Low: |
1.66 |
| Previous Close: |
1.53 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-0.60% |
| 1 Month |
|
|
-9.78% |
| 3 Months |
|
|
+9.21% |
| YTD |
|
|
+64.36% |
| 1 Year |
|
|
+95.29% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.39 |
| 1M High / 1M Low: |
1.91 |
1.39 |
| 6M High / 6M Low: |
1.91 |
1.10 |
| High (YTD): |
7/11/2024 |
1.91 |
| Low (YTD): |
1/17/2024 |
0.99 |
| 52W High: |
7/11/2024 |
1.91 |
| 52W Low: |
8/25/2023 |
0.74 |
| Avg. price 1W: |
|
1.52 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.76 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.52 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.24 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
91.06% |
| Volatility 6M: |
|
80.73% |
| Volatility 1Y: |
|
82.09% |
| Volatility 3Y: |
|
- |
