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

EUWAX
2024-07-29  10:39:23 AM Chg.+0.010 Bid2024-07-29 Ask2024-07-29 Underlying Strike price Expiration date Option type
0.090EUR +12.50% 0.090
Bid Size: 10,000		 0.120
Ask Size: 3,000		 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: 50.20
Leverage: Yes

Calculated values

Fair value: 0.22
Intrinsic value: 0.00
Implied volatility: 0.16
Historic volatility: 0.19
Parity: -1.07
Time value: 0.14
Break-even: 813.80
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.20
Spread abs.: 0.05
Spread %: 56.82%
Delta: 0.25
Theta: -0.06
Omega: 12.34
Rho: 1.40
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.080
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+11.11%
3 Months  
+76.47%
YTD  
+47.54%
1 Year  
+50.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.080
1M High / 1M Low: 0.100 0.070
6M High / 6M Low: 0.130 0.046
High (YTD): 2024-03-13 0.130
Low (YTD): 2024-05-02 0.046
52W High: 2024-03-13 0.130
52W Low: 2024-05-02 0.046
Avg. price 1W:   0.088
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.081
Avg. volume 6M:   0.000
Avg. price 1Y:   0.075
Avg. volume 1Y:   0.000
Volatility 1M:   155.51%
Volatility 6M:   148.17%
Volatility 1Y:   145.94%
Volatility 3Y:   -