Goldman Sachs Call 700 SWSDF 20.09.2024
/ DE000GQ58Q15
Goldman Sachs Call 700 SWSDF 20.0.../ DE000GQ58Q15 /
02/09/2024 10:18:03 |
Chg.-0.002 |
Bid17:30:06 |
Ask17:30:06 |
Underlying |
Strike price |
Expiration date |
Option type |
0.067EUR |
-2.90% |
0.080 Bid Size: 10,000 |
0.110 Ask Size: 10,000 |
Swiss Life Holding |
700.00 - |
20/09/2024 |
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: |
20/09/2024 |
Issue date: |
25/09/2023 |
Last trading day: |
19/09/2024 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
76.98 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.28 |
Intrinsic value: |
0.24 |
Implied volatility: |
- |
Historic volatility: |
0.19 |
Parity: |
0.24 |
Time value: |
-0.14 |
Break-even: |
709.40 |
Moneyness: |
1.03 |
Premium: |
-0.02 |
Premium p.a.: |
-0.33 |
Spread abs.: |
0.03 |
Spread %: |
46.88% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.067 |
High: |
0.067 |
Low: |
0.067 |
Previous Close: |
0.069 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+45.65% |
1 Month |
|
|
+91.43% |
3 Months |
|
|
+59.52% |
YTD |
|
|
+26.42% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.069 |
0.043 |
1M High / 1M Low: |
0.069 |
0.023 |
6M High / 6M Low: |
0.150 |
0.023 |
High (YTD): |
13/03/2024 |
0.150 |
Low (YTD): |
06/08/2024 |
0.023 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.052 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.039 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.059 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
287.29% |
Volatility 6M: |
|
289.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |