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Goldman Sachs Call 150 SSREF 21.0.../  DE000GZ6LDZ7  /

EUWAX
03/06/2024  09:52:59 Chg.0.000 Bid19:16:11 Ask19:16:11 Underlying Strike price Expiration date Option type
0.001EUR 0.00% 0.001
Bid Size: 10,000		 0.071
Ask Size: 5,000		 Swiss Re Ltd 150.00 - 21/06/2024 Call
 

Master data

WKN: GZ6LDZ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swiss Re Ltd
Type: Warrant
Option type: Call
Strike price: 150.00 -
Maturity: 21/06/2024
Issue date: 06/01/2023
Last trading day: 20/06/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 163.87
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.77
Historic volatility: 0.21
Parity: -3.37
Time value: 0.07
Break-even: 150.71
Moneyness: 0.78
Premium: 0.30
Premium p.a.: 0.00
Spread abs.: 0.07
Spread %: 7,000.00%
Delta: 0.08
Theta: -0.09
Omega: 13.65
Rho: 0.00
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -75.00%
YTD
  -50.00%
1 Year
  -94.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.001 0.001
6M High / 6M Low: 0.007 0.001
High (YTD): 26/03/2024 0.007
Low (YTD): 31/05/2024 0.001
52W High: 06/06/2023 0.020
52W Low: 31/05/2024 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.001
Avg. volume 1M:   0.000
Avg. price 6M:   0.003
Avg. volume 6M:   0.000
Avg. price 1Y:   0.006
Avg. volume 1Y:   0.000
Volatility 1M:   -
Volatility 6M:   530.71%
Volatility 1Y:   431.26%
Volatility 3Y:   -