Goldman Sachs Call 800 SWSDF 20.12.2024
/ DE000GZ6DTL0
Goldman Sachs Call 800 SWSDF 20.1.../ DE000GZ6DTL0 /
02/09/2024 11:02:31 |
Chg.+0.001 |
Bid22:00:27 |
Ask22:00:27 |
Underlying |
Strike price |
Expiration date |
Option type |
0.027EUR |
+3.85% |
- Bid Size: - |
- Ask Size: - |
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: |
92.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.09 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.18 |
Historic volatility: |
0.19 |
Parity: |
-0.76 |
Time value: |
0.08 |
Break-even: |
807.80 |
Moneyness: |
0.90 |
Premium: |
0.12 |
Premium p.a.: |
0.45 |
Spread abs.: |
0.05 |
Spread %: |
212.00% |
Delta: |
0.20 |
Theta: |
-0.11 |
Omega: |
18.62 |
Rho: |
0.41 |
Quote data
Open: |
0.027 |
High: |
0.027 |
Low: |
0.027 |
Previous Close: |
0.026 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+22.73% |
1 Month |
|
|
+22.73% |
3 Months |
|
|
-10.00% |
YTD |
|
|
-22.86% |
1 Year |
|
|
-30.77% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.027 |
0.022 |
1M High / 1M Low: |
0.027 |
0.017 |
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: |
|
0.025 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.022 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.028 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.035 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
174.64% |
Volatility 6M: |
|
193.48% |
Volatility 1Y: |
|
164.48% |
Volatility 3Y: |
|
- |