Goldman Sachs Call 350 UHR 21.03..../  DE000GG6BFK8  /

EUWAX
2024-05-10  12:54:32 PM Chg.+0.008 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.060EUR +15.38% -
Bid Size: -
-
Ask Size: -
SWATCH GROUP I 350.00 CHF 2025-03-21 Call
 

Master data

WKN: GG6BFK
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWATCH GROUP I
Type: Warrant
Option type: Call
Strike price: 350.00 CHF
Maturity: 2025-03-21
Issue date: 2024-04-03
Last trading day: 2025-03-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 124.19
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.27
Parity: -15.86
Time value: 0.16
Break-even: 360.11
Moneyness: 0.56
Premium: 0.80
Premium p.a.: 0.98
Spread abs.: 0.10
Spread %: 168.33%
Delta: 0.06
Theta: -0.01
Omega: 7.93
Rho: 0.10
 

Quote data

Open: 0.060
High: 0.060
Low: 0.060
Previous Close: 0.052
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.23%
1 Month
  -14.29%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.060 0.052
1M High / 1M Low: 0.080 0.052
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.056
Avg. volume 1W:   0.000
Avg. price 1M:   0.063
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   149.16%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -