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Goldman Sachs Call 700 SWSDF 20.1.../  DE000GZ8E2V8  /

EUWAX
11/8/2024  4:58:58 PM Chg.-0.060 Bid10:00:28 PM Ask10:00:28 PM Underlying Strike price Expiration date Option type
0.380EUR -13.64% -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 700.00 - 12/20/2024 Call
 

Master data

WKN: GZ8E2V
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Call
Strike price: 700.00 -
Maturity: 12/20/2024
Issue date: 2/10/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 18.77
Leverage: Yes

Calculated values

Fair value: 0.75
Intrinsic value: 0.71
Implied volatility: -
Historic volatility: 0.18
Parity: 0.71
Time value: -0.30
Break-even: 741.10
Moneyness: 1.10
Premium: -0.04
Premium p.a.: -0.30
Spread abs.: 0.03
Spread %: 7.87%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 0.380
High: 0.380
Low: 0.380
Previous Close: 0.440
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+31.03%
1 Month  
+52.00%
3 Months  
+153.33%
YTD  
+331.82%
1 Year  
+493.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.310
1M High / 1M Low: 0.440 0.250
6M High / 6M Low: 0.440 0.090
High (YTD): 11/6/2024 0.440
Low (YTD): 1/19/2024 0.070
52W High: 11/6/2024 0.440
52W Low: 11/28/2023 0.063
Avg. price 1W:   0.377
Avg. volume 1W:   0.000
Avg. price 1M:   0.329
Avg. volume 1M:   0.000
Avg. price 6M:   0.217
Avg. volume 6M:   0.000
Avg. price 1Y:   0.162
Avg. volume 1Y:   0.000
Volatility 1M:   250.61%
Volatility 6M:   200.35%
Volatility 1Y:   187.63%
Volatility 3Y:   -