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Goldman Sachs Call 800 SWSDF 20.1.../  DE000GZ6DTL0  /

EUWAX
29/07/2024  09:19:38 Chg.- Bid10:16:15 Ask10:16:15 Underlying Strike price Expiration date Option type
0.030EUR - 0.027
Bid Size: 10,000		 0.057
Ask Size: 5,000		 Swiss Life Holding 800.00 - 20/12/2024 Call
 

Master data

WKN: GZ6DTL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swiss Life Holding
Type: Warrant
Option type: Call
Strike price: 800.00 -
Maturity: 20/12/2024
Issue date: 03/01/2023
Last trading day: 19/12/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 89.97
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.19
Parity: -1.07
Time value: 0.08
Break-even: 807.70
Moneyness: 0.87
Premium: 0.17
Premium p.a.: 0.48
Spread abs.: 0.05
Spread %: 185.19%
Delta: 0.17
Theta: -0.09
Omega: 15.43
Rho: 0.44
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.026
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.45%
1 Month  
+20.00%
3 Months  
+87.50%
YTD
  -14.29%
1 Year
  -25.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.030 0.024
1M High / 1M Low: 0.034 0.021
6M High / 6M Low: 0.065 0.014
High (YTD): 13/03/2024 0.065
Low (YTD): 03/05/2024 0.014
52W High: 14/09/2023 0.070
52W Low: 03/05/2024 0.014
Avg. price 1W:   0.027
Avg. volume 1W:   0.000
Avg. price 1M:   0.027
Avg. volume 1M:   0.000
Avg. price 6M:   0.032
Avg. volume 6M:   0.000
Avg. price 1Y:   0.036
Avg. volume 1Y:   0.000
Volatility 1M:   204.39%
Volatility 6M:   185.63%
Volatility 1Y:   160.26%
Volatility 3Y:   -