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Goldman Sachs Call 600 SWSDF 20.0.../  DE000GP76WB2  /

EUWAX
2024-07-12  11:15:42 AM Chg.-0.050 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.980EUR -4.85% -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 600.00 - 2025-06-20 Call
 

Master data

WKN: GP76WB
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Call
Strike price: 600.00 -
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.47
Leverage: Yes

Calculated values

Fair value: 1.24
Intrinsic value: 0.93
Implied volatility: -
Historic volatility: 0.19
Parity: 0.93
Time value: 0.14
Break-even: 707.00
Moneyness: 1.15
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.05
Spread %: 4.90%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.980
High: 0.980
Low: 0.980
Previous Close: 1.030
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+11.36%
1 Month  
+42.03%
3 Months  
+96.00%
YTD  
+172.22%
1 Year  
+276.92%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.030 0.980
1M High / 1M Low: 1.030 0.680
6M High / 6M Low: 1.030 0.320
High (YTD): 2024-07-11 1.030
Low (YTD): 2024-01-19 0.320
52W High: 2024-07-11 1.030
52W Low: 2023-11-10 0.260
Avg. price 1W:   0.993
Avg. volume 1W:   0.000
Avg. price 1M:   0.851
Avg. volume 1M:   0.000
Avg. price 6M:   0.610
Avg. volume 6M:   0.000
Avg. price 1Y:   0.480
Avg. volume 1Y:   0.000
Volatility 1M:   85.48%
Volatility 6M:   111.72%
Volatility 1Y:   109.50%
Volatility 3Y:   -