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Goldman Sachs Call 250 SWGAF 20.1.../  DE000GP3Y8G8  /

EUWAX
2024-05-23  9:43:45 AM Chg.-0.020 Bid4:27:47 PM Ask4:27:47 PM Underlying Strike price Expiration date Option type
0.210EUR -8.70% 0.200
Bid Size: 20,000		 0.230
Ask Size: 20,000		 Swatch Group AG 250.00 - 2024-12-20 Call
 

Master data

WKN: GP3Y8G
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Call
Strike price: 250.00 -
Maturity: 2024-12-20
Issue date: 2023-05-05
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 58.99
Leverage: Yes

Calculated values

Fair value: 0.28
Intrinsic value: 0.00
Implied volatility: 0.29
Historic volatility: 0.27
Parity: -5.71
Time value: 0.33
Break-even: 253.27
Moneyness: 0.77
Premium: 0.31
Premium p.a.: 0.60
Spread abs.: 0.07
Spread %: 27.24%
Delta: 0.16
Theta: -0.03
Omega: 9.58
Rho: 0.16
 

Quote data

Open: 0.210
High: 0.210
Low: 0.210
Previous Close: 0.230
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.00%
1 Month
  -16.00%
3 Months
  -66.13%
YTD
  -86.88%
1 Year
  -96.71%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.310 0.230
1M High / 1M Low: 0.310 0.220
6M High / 6M Low: 2.020 0.220
High (YTD): 2024-01-02 1.460
Low (YTD): 2024-05-14 0.220
52W High: 2023-07-13 6.380
52W Low: 2024-05-14 0.220
Avg. price 1W:   0.262
Avg. volume 1W:   0.000
Avg. price 1M:   0.241
Avg. volume 1M:   0.000
Avg. price 6M:   0.774
Avg. volume 6M:   0.000
Avg. price 1Y:   2.204
Avg. volume 1Y:   3.162
Volatility 1M:   154.62%
Volatility 6M:   193.38%
Volatility 1Y:   158.88%
Volatility 3Y:   -