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

EUWAX
09/08/2024  10:27:35 Chg.+0.010 Bid22:00:40 Ask22:00:40 Underlying Strike price Expiration date Option type
0.070EUR +16.67% -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 800.00 - 20/06/2025 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: 20/06/2025
Issue date: 29/06/2023
Last trading day: 19/06/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 56.30
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.18
Historic volatility: 0.19
Parity: -1.30
Time value: 0.12
Break-even: 811.90
Moneyness: 0.84
Premium: 0.21
Premium p.a.: 0.25
Spread abs.: 0.05
Spread %: 83.08%
Delta: 0.21
Theta: -0.06
Omega: 11.70
Rho: 1.10
 

Quote data

Open: 0.070
High: 0.070
Low: 0.070
Previous Close: 0.060
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+14.75%
1 Month
  -22.22%
3 Months  
+9.38%
YTD  
+14.75%
1 Year     0.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.070 0.051
1M High / 1M Low: 0.100 0.051
6M High / 6M Low: 0.130 0.046
High (YTD): 13/03/2024 0.130
Low (YTD): 02/05/2024 0.046
52W High: 13/03/2024 0.130
52W Low: 02/05/2024 0.046
Avg. price 1W:   0.060
Avg. volume 1W:   0.000
Avg. price 1M:   0.081
Avg. volume 1M:   0.000
Avg. price 6M:   0.080
Avg. volume 6M:   0.000
Avg. price 1Y:   0.076
Avg. volume 1Y:   0.000
Volatility 1M:   191.35%
Volatility 6M:   157.92%
Volatility 1Y:   148.71%
Volatility 3Y:   -