OverviewChartNewsTraderScreen

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

EUWAX
10/8/2024  10:06:11 AM Chg.-0.01 Bid6:48:03 PM Ask6:48:03 PM Underlying Strike price Expiration date Option type
1.06EUR -0.93% 1.12
Bid Size: 10,000		 1.17
Ask Size: 10,000		 Swiss Life Holding 600.00 - 12/20/2024 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: 12/20/2024
Issue date: 1/3/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 6.39
Leverage: Yes

Calculated values

Fair value: 1.38
Intrinsic value: 1.34
Implied volatility: -
Historic volatility: 0.19
Parity: 1.34
Time value: -0.19
Break-even: 715.00
Moneyness: 1.22
Premium: -0.03
Premium p.a.: -0.13
Spread abs.: 0.05
Spread %: 4.55%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.06
High: 1.06
Low: 1.06
Previous Close: 1.07
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.17%
1 Month  
+1.92%
3 Months  
+20.45%
YTD  
+231.25%
1 Year  
+178.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.18 1.07
1M High / 1M Low: 1.30 1.07
6M High / 6M Low: 1.30 0.32
High (YTD): 9/26/2024 1.30
Low (YTD): 1/19/2024 0.29
52W High: 9/26/2024 1.30
52W Low: 11/10/2023 0.21
Avg. price 1W:   1.11
Avg. volume 1W:   0.00
Avg. price 1M:   1.16
Avg. volume 1M:   0.00
Avg. price 6M:   0.76
Avg. volume 6M:   0.00
Avg. price 1Y:   0.59
Avg. volume 1Y:   5.56
Volatility 1M:   69.35%
Volatility 6M:   110.83%
Volatility 1Y:   123.86%
Volatility 3Y:   -