Goldman Sachs Call 700 SWSDF 20.09.2024
/ DE000GQ58Q15
Goldman Sachs Call 700 SWSDF 20.0.../ DE000GQ58Q15 /
7/29/2024 10:47:43 AM |
Chg.+0.011 |
Bid5:55:34 PM |
Ask5:55:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.077EUR |
+16.67% |
0.070 Bid Size: 10,000 |
0.100 Ask Size: 10,000 |
Swiss Life Holding |
700.00 - |
9/20/2024 |
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: |
9/20/2024 |
Issue date: |
9/25/2023 |
Last trading day: |
9/19/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
69.28 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.19 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.11 |
Historic volatility: |
0.19 |
Parity: |
-0.07 |
Time value: |
0.10 |
Break-even: |
710.00 |
Moneyness: |
0.99 |
Premium: |
0.02 |
Premium p.a.: |
0.18 |
Spread abs.: |
0.04 |
Spread %: |
78.57% |
Delta: |
0.46 |
Theta: |
-0.14 |
Omega: |
31.87 |
Rho: |
0.45 |
Quote data
Open: |
0.077 |
High: |
0.077 |
Low: |
0.077 |
Previous Close: |
0.066 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-3.75% |
1 Month |
|
|
+13.24% |
3 Months |
|
|
+108.11% |
YTD |
|
|
+45.28% |
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): |
3/13/2024 |
0.150 |
Low (YTD): |
5/2/2024 |
0.027 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.072 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.077 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.069 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
363.03% |
Volatility 6M: |
|
261.11% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |