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Goldman Sachs Call 800 SWSDF 20.0.../  DE000GP76W81  /

EUWAX
2024-06-27  11:53:20 AM Chg.0.000 Bid1:15:19 PM Ask1:15:19 PM Underlying Strike price Expiration date Option type
0.080EUR 0.00% 0.080
Bid Size: 30,000		 0.090
Ask Size: 30,000		 Swiss Life Holding 800.00 - 2025-06-20 Call
 

Master data

WKN: GP76W8
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Call
Strike price: 800.00 -
Maturity: 2025-06-20
Issue date: 2023-06-29
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 53.32
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.20
Parity: -1.23
Time value: 0.13
Break-even: 812.70
Moneyness: 0.85
Premium: 0.20
Premium p.a.: 0.20
Spread abs.: 0.05
Spread %: 64.94%
Delta: 0.22
Theta: -0.06
Omega: 11.94
Rho: 1.36
 

Quote data

Open: 0.080
High: 0.080
Low: 0.080
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -20.00%
1 Month  
+17.65%
3 Months  
+12.68%
YTD  
+31.15%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.076
1M High / 1M Low: 0.100 0.063
6M High / 6M Low: 0.130 0.046
High (YTD): 2024-03-13 0.130
Low (YTD): 2024-05-02 0.046
52W High: - -
52W Low: - -
Avg. price 1W:   0.089
Avg. volume 1W:   0.000
Avg. price 1M:   0.080
Avg. volume 1M:   0.000
Avg. price 6M:   0.077
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   119.59%
Volatility 6M:   145.09%
Volatility 1Y:   -
Volatility 3Y:   -