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

EUWAX
2024-07-04  10:51:51 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.160EUR - -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 700.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-02-10
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 35.86
Leverage: Yes

Calculated values

Fair value: 0.29
Intrinsic value: 0.00
Implied volatility: 0.14
Historic volatility: 0.20
Parity: -0.26
Time value: 0.19
Break-even: 718.80
Moneyness: 0.96
Premium: 0.07
Premium p.a.: 0.15
Spread abs.: 0.03
Spread %: 18.99%
Delta: 0.43
Theta: -0.10
Omega: 15.38
Rho: 1.24
 

Quote data

Open: 0.160
High: 0.160
Low: 0.160
Previous Close: 0.130
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.11%
1 Month  
+14.29%
3 Months  
+95.12%
YTD  
+81.82%
1 Year  
+158.06%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.190 0.130
1M High / 1M Low: 0.190 0.110
6M High / 6M Low: 0.230 0.070
High (YTD): 2024-03-13 0.230
Low (YTD): 2024-01-19 0.070
52W High: 2024-03-13 0.230
52W Low: 2023-07-11 0.060
Avg. price 1W:   0.162
Avg. volume 1W:   0.000
Avg. price 1M:   0.150
Avg. volume 1M:   0.000
Avg. price 6M:   0.125
Avg. volume 6M:   0.000
Avg. price 1Y:   0.110
Avg. volume 1Y:   39.683
Volatility 1M:   190.84%
Volatility 6M:   184.83%
Volatility 1Y:   165.62%
Volatility 3Y:   -