Goldman Sachs Call 900 SWSDF 20.09.2024
/ DE000GQ58SN1
Goldman Sachs Call 900 SWSDF 20.0.../ DE000GQ58SN1 /
| 6/28/2024 10:28:46 AM |
Chg.0.000 |
Bid10:00:42 PM |
Ask10:00:42 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.001EUR |
0.00% |
-
Bid Size: - |
-
Ask Size: - |
Swiss Life Holding |
900.00 - |
9/20/2024 |
Call |
Master data
| WKN: |
GQ58SN |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
Swiss Life Holding |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
900.00 - |
| Maturity: |
9/20/2024 |
| Issue date: |
9/25/2023 |
| Last trading day: |
9/19/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
133.65 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.40 |
| Historic volatility: |
0.20 |
| Parity: |
-2.18 |
| Time value: |
0.05 |
| Break-even: |
905.10 |
| Moneyness: |
0.76 |
| Premium: |
0.33 |
| Premium p.a.: |
2.48 |
| Spread abs.: |
0.05 |
| Spread %: |
5,000.00% |
| Delta: |
0.09 |
| Theta: |
-0.13 |
| Omega: |
12.25 |
| Rho: |
0.13 |
Quote data
| Open: |
0.001 |
| High: |
0.001 |
| Low: |
0.001 |
| Previous Close: |
0.001 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-66.67% |
| 1 Month |
|
|
0.00% |
| 3 Months |
|
|
-50.00% |
| YTD |
|
|
-88.89% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.001 |
0.001 |
| 1M High / 1M Low: |
0.005 |
0.001 |
| 6M High / 6M Low: |
0.010 |
0.001 |
| High (YTD): |
2/16/2024 |
0.010 |
| Low (YTD): |
6/28/2024 |
0.001 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.001 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.003 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.005 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
558.30% |
| Volatility 6M: |
|
421.18% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
