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

EUWAX
2024-07-04  11:15:58 AM Chg.- Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.024EUR - -
Bid Size: -		 -
Ask Size: -		 Swiss Life Holding 800.00 - 2024-12-20 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: 2024-12-20
Issue date: 2023-01-03
Last trading day: 2024-12-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 91.27
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.21
Historic volatility: 0.20
Parity: -1.25
Time value: 0.07
Break-even: 807.40
Moneyness: 0.84
Premium: 0.20
Premium p.a.: 0.47
Spread abs.: 0.05
Spread %: 252.38%
Delta: 0.16
Theta: -0.08
Omega: 14.34
Rho: 0.45
 

Quote data

Open: 0.024
High: 0.024
Low: 0.024
Previous Close: 0.021
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -4.00%
1 Month
  -29.41%
3 Months  
+20.00%
YTD
  -31.43%
1 Year
  -14.29%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.027 0.021
1M High / 1M Low: 0.039 0.021
6M High / 6M Low: 0.065 0.014
High (YTD): 2024-03-13 0.065
Low (YTD): 2024-05-03 0.014
52W High: 2023-09-14 0.070
52W Low: 2024-05-03 0.014
Avg. price 1W:   0.024
Avg. volume 1W:   0.000
Avg. price 1M:   0.030
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:   161.24%
Volatility 6M:   176.54%
Volatility 1Y:   154.46%
Volatility 3Y:   -