Goldman Sachs Call 800 SWSDF 20.12.2024
/ DE000GZ6DTL0
Goldman Sachs Call 800 SWSDF 20.1.../ DE000GZ6DTL0 /
10/7/2024 11:21:14 AM |
Chg.-0.002 |
Bid5:30:12 PM |
Ask5:30:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.016EUR |
-11.11% |
0.015 Bid Size: 10,000 |
0.065 Ask Size: 10,000 |
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: |
108.26 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.19 |
Historic volatility: |
0.19 |
Parity: |
-0.64 |
Time value: |
0.07 |
Break-even: |
806.80 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.05 |
Spread %: |
353.33% |
Delta: |
0.20 |
Theta: |
-0.13 |
Omega: |
21.63 |
Rho: |
0.28 |
Quote data
Open: |
0.016 |
High: |
0.016 |
Low: |
0.016 |
Previous Close: |
0.018 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-36.00% |
1 Month |
|
|
-42.86% |
3 Months |
|
|
-33.33% |
YTD |
|
|
-54.29% |
1 Year |
|
|
-73.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.025 |
0.018 |
1M High / 1M Low: |
0.035 |
0.018 |
6M High / 6M Low: |
0.039 |
0.014 |
High (YTD): |
3/13/2024 |
0.065 |
Low (YTD): |
5/3/2024 |
0.014 |
52W High: |
3/13/2024 |
0.065 |
52W Low: |
5/3/2024 |
0.014 |
Avg. price 1W: |
|
0.021 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.028 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.025 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.032 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
180.01% |
Volatility 6M: |
|
185.55% |
Volatility 1Y: |
|
167.76% |
Volatility 3Y: |
|
- |