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

EUWAX
8/30/2024  10:50:33 AM Chg.+0.001 Bid10:00:32 PM Ask10:00:32 PM Underlying Strike price Expiration date Option type
0.026EUR +4.00% -
Bid Size: -		 -
Ask Size: -		 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: 97.89
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: 0.07
Break-even: 807.40
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.43
Spread abs.: 0.05
Spread %: 208.33%
Delta: 0.20
Theta: -0.10
Omega: 19.25
Rho: 0.41
 

Quote data

Open: 0.026
High: 0.026
Low: 0.026
Previous Close: 0.025
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+23.81%
1 Month  
+18.18%
3 Months  
+8.33%
YTD
  -25.71%
1 Year
  -33.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.026 0.021
1M High / 1M Low: 0.026 0.017
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:   0.023
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:   174.52%
Volatility 6M:   194.17%
Volatility 1Y:   164.77%
Volatility 3Y:   -