Goldman Sachs Call 800 SWSDF 20.06.2025
/ DE000GP76W81
Goldman Sachs Call 800 SWSDF 20.0.../ DE000GP76W81 /
2024-10-14 10:21:59 AM |
Chg.0.000 |
Bid12:19:38 PM |
Ask12:19:38 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.110EUR |
0.00% |
0.110 Bid Size: 10,000 |
0.210 Ask Size: 500 |
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: |
35.29 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.33 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.14 |
Historic volatility: |
0.18 |
Parity: |
-0.48 |
Time value: |
0.21 |
Break-even: |
821.30 |
Moneyness: |
0.94 |
Premium: |
0.09 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.11 |
Spread %: |
110.89% |
Delta: |
0.38 |
Theta: |
-0.09 |
Omega: |
13.50 |
Rho: |
1.81 |
Quote data
Open: |
0.110 |
High: |
0.110 |
Low: |
0.110 |
Previous Close: |
0.110 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+10.00% |
1 Month |
|
|
-8.33% |
3 Months |
|
|
+22.22% |
YTD |
|
|
+80.33% |
1 Year |
|
|
+22.22% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.110 |
0.100 |
1M High / 1M Low: |
0.140 |
0.100 |
6M High / 6M Low: |
0.140 |
0.046 |
High (YTD): |
2024-09-26 |
0.140 |
Low (YTD): |
2024-05-02 |
0.046 |
52W High: |
2024-09-26 |
0.140 |
52W Low: |
2024-05-02 |
0.046 |
Avg. price 1W: |
|
0.104 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.116 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.085 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.080 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
119.68% |
Volatility 6M: |
|
142.95% |
Volatility 1Y: |
|
145.30% |
Volatility 3Y: |
|
- |