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Goldman Sachs Call 600 SWSDF 20.1.../  DE000GZ6DSW9  /

EUWAX
2024-07-26  9:19:59 AM Chg.+0.020 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.800EUR +2.56% -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 600.00 - 2024-12-20 Call
 

Master data

WKN: GZ6DSW
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Call
Strike price: 600.00 -
Maturity: 2024-12-20
Issue date: 2023-01-03
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 7.71
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 0.94
Implied volatility: -
Historic volatility: 0.19
Parity: 0.94
Time value: -0.04
Break-even: 690.00
Moneyness: 1.16
Premium: -0.01
Premium p.a.: -0.01
Spread abs.: 0.03
Spread %: 3.45%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.800
High: 0.800
Low: 0.800
Previous Close: 0.780
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.44%
1 Month
  -1.23%
3 Months  
+116.22%
YTD  
+150.00%
1 Year  
+166.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.900 0.780
1M High / 1M Low: 0.960 0.700
6M High / 6M Low: 0.960 0.320
High (YTD): 2024-07-11 0.960
Low (YTD): 2024-01-19 0.290
52W High: 2024-07-11 0.960
52W Low: 2023-11-10 0.210
Avg. price 1W:   0.844
Avg. volume 1W:   0.000
Avg. price 1M:   0.846
Avg. volume 1M:   0.000
Avg. price 6M:   0.592
Avg. volume 6M:   0.000
Avg. price 1Y:   0.449
Avg. volume 1Y:   5.556
Volatility 1M:   105.60%
Volatility 6M:   126.42%
Volatility 1Y:   125.50%
Volatility 3Y:   -