Goldman Sachs Call 700 SWSDF 20.09.2024
/ DE000GQ58Q15
Goldman Sachs Call 700 SWSDF 20.0.../ DE000GQ58Q15 /
| 2024-07-25 11:21:42 AM |
Chg.-0.025 |
Bid10:00:38 PM |
Ask10:00:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.049EUR |
-33.78% |
-
Bid Size: - |
-
Ask Size: - |
Swiss Life Holding |
700.00 - |
2024-09-20 |
Call |
Master data
| WKN: |
GQ58Q1 |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Swiss Life Holding |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
700.00 - |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-09-25 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
59.97 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.21 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.11 |
| Historic volatility: |
0.19 |
| Parity: |
-0.04 |
| Time value: |
0.12 |
| Break-even: |
711.60 |
| Moneyness: |
0.99 |
| Premium: |
0.02 |
| Premium p.a.: |
0.16 |
| Spread abs.: |
0.03 |
| Spread %: |
34.88% |
| Delta: |
0.50 |
| Theta: |
-0.14 |
| Omega: |
30.13 |
| Rho: |
0.53 |
Quote data
| Open: |
0.049 |
| High: |
0.049 |
| Low: |
0.049 |
| Previous Close: |
0.074 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-25.76% |
| 1 Month |
|
|
-26.87% |
| 3 Months |
|
|
+44.12% |
| YTD |
|
|
-7.55% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.090 |
0.049 |
| 1M High / 1M Low: |
0.110 |
0.046 |
| 6M High / 6M Low: |
0.150 |
0.027 |
| High (YTD): |
2024-03-13 |
0.150 |
| Low (YTD): |
2024-05-02 |
0.027 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.072 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.076 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.069 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
340.41% |
| Volatility 6M: |
|
256.91% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
