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Goldman Sachs Call 350 SWGAF 20.1.../  DE000GP3JQS7  /

EUWAX
2024-05-24  9:18:19 AM Chg.-0.003 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.034EUR -8.11% -
Bid Size: -		 -
Ask Size: -		 Swatch Group AG 350.00 - 2024-12-20 Call
 

Master data

WKN: GP3JQS
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Call
Strike price: 350.00 -
Maturity: 2024-12-20
Issue date: 2023-04-28
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 479.63
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.27
Parity: -15.82
Time value: 0.04
Break-even: 350.40
Moneyness: 0.55
Premium: 0.83
Premium p.a.: 1.86
Spread abs.: 0.00
Spread %: 0.00%
Delta: 0.02
Theta: -0.01
Omega: 10.82
Rho: 0.02
 

Quote data

Open: 0.034
High: 0.034
Low: 0.034
Previous Close: 0.037
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -24.44%
1 Month
  -27.66%
3 Months
  -44.26%
YTD
  -84.55%
1 Year
  -97.78%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.043 0.034
1M High / 1M Low: 0.047 0.030
6M High / 6M Low: 0.310 0.030
High (YTD): 2024-01-02 0.200
Low (YTD): 2024-05-13 0.030
52W High: 2023-05-30 1.770
52W Low: 2024-05-13 0.030
Avg. price 1W:   0.039
Avg. volume 1W:   0.000
Avg. price 1M:   0.038
Avg. volume 1M:   0.000
Avg. price 6M:   0.104
Avg. volume 6M:   0.000
Avg. price 1Y:   0.387
Avg. volume 1Y:   0.000
Volatility 1M:   168.19%
Volatility 6M:   213.95%
Volatility 1Y:   195.65%
Volatility 3Y:   -