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

EUWAX
7/12/2024  11:15:42 AM Chg.-0.010 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.090EUR -10.00% -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 800.00 - 6/20/2025 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: 6/20/2025
Issue date: 6/29/2023
Last trading day: 6/19/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 47.12
Leverage: Yes

Calculated values

Fair value: 0.24
Intrinsic value: 0.00
Implied volatility: 0.15
Historic volatility: 0.19
Parity: -1.07
Time value: 0.15
Break-even: 814.70
Moneyness: 0.87
Premium: 0.18
Premium p.a.: 0.19
Spread abs.: 0.05
Spread %: 51.55%
Delta: 0.25
Theta: -0.06
Omega: 11.97
Rho: 1.52
 

Quote data

Open: 0.090
High: 0.090
Low: 0.090
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.88%
1 Month  
+7.14%
3 Months  
+55.17%
YTD  
+47.54%
1 Year  
+80.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.090
1M High / 1M Low: 0.100 0.070
6M High / 6M Low: 0.130 0.046
High (YTD): 3/13/2024 0.130
Low (YTD): 5/2/2024 0.046
52W High: 3/13/2024 0.130
52W Low: 5/2/2024 0.046
Avg. price 1W:   0.093
Avg. volume 1W:   0.000
Avg. price 1M:   0.086
Avg. volume 1M:   0.000
Avg. price 6M:   0.079
Avg. volume 6M:   0.000
Avg. price 1Y:   0.074
Avg. volume 1Y:   0.000
Volatility 1M:   141.08%
Volatility 6M:   149.60%
Volatility 1Y:   143.20%
Volatility 3Y:   -