OverviewChartNewsTraderScreen

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

EUWAX
7/30/2024  11:27:15 AM Chg.-0.001 Bid11:32:59 AM Ask11:32:59 AM Underlying Strike price Expiration date Option type
0.029EUR -3.33% 0.029
Bid Size: 10,000		 0.059
Ask Size: 5,000		 Swiss Life Holding 800.00 - 12/20/2024 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: 12/20/2024
Issue date: 1/3/2023
Last trading day: 12/19/2024
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: 0.029
High: 0.029
Low: 0.029
Previous Close: 0.030
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+16.00%
3 Months  
+81.25%
YTD
  -17.14%
1 Year
  -27.50%
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): 3/13/2024 0.065
Low (YTD): 5/3/2024 0.014
52W High: 9/14/2023 0.070
52W Low: 5/3/2024 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:   -