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

EUWAX
04/09/2024  14:59:21 Chg.+0.006 Bid22:00:27 Ask22:00:27 Underlying Strike price Expiration date Option type
0.031EUR +24.00% -
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: 91.80
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.17
Historic volatility: 0.19
Parity: -0.66
Time value: 0.08
Break-even: 808.00
Moneyness: 0.92
Premium: 0.10
Premium p.a.: 0.39
Spread abs.: 0.05
Spread %: 166.67%
Delta: 0.22
Theta: -0.11
Omega: 20.03
Rho: 0.45
 

Quote data

Open: 0.031
High: 0.031
Low: 0.031
Previous Close: 0.025
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+34.78%
1 Month  
+40.91%
3 Months  
+10.71%
YTD
  -11.43%
1 Year
  -20.51%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.027 0.023
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:   0.027
Avg. volume 6M:   0.000
Avg. price 1Y:   0.034
Avg. volume 1Y:   0.000
Volatility 1M:   173.03%
Volatility 6M:   193.03%
Volatility 1Y:   164.35%
Volatility 3Y:   -