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Goldman Sachs Call 400 SWGAF 20.1.../  DE000GZ692Z5  /

EUWAX
2024-06-05  11:42:20 AM Chg.- Bid9:46:11 AM Ask9:46:11 AM Underlying Strike price Expiration date Option type
0.020EUR - 0.026
Bid Size: 10,000		 0.056
Ask Size: 10,000		 Swatch Group AG 400.00 - 2024-12-20 Call
 

Master data

WKN: GZ692Z
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 2024-12-20
Issue date: 2022-12-30
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 155.28
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.51
Historic volatility: 0.26
Parity: -20.59
Time value: 0.13
Break-even: 401.25
Moneyness: 0.49
Premium: 1.07
Premium p.a.: 2.84
Spread abs.: 0.10
Spread %: 400.00%
Delta: 0.05
Theta: -0.02
Omega: 7.31
Rho: 0.04
 

Quote data

Open: 0.020
High: 0.020
Low: 0.020
Previous Close: 0.020
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months
  -37.50%
YTD
  -83.33%
1 Year
  -95.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.020
1M High / 1M Low: 0.030 0.019
6M High / 6M Low: 0.200 0.016
High (YTD): 2024-01-03 0.130
Low (YTD): 2024-03-27 0.016
52W High: 2023-07-13 0.680
52W Low: 2024-03-27 0.016
Avg. price 1W:   0.020
Avg. volume 1W:   0.000
Avg. price 1M:   0.023
Avg. volume 1M:   0.000
Avg. price 6M:   0.054
Avg. volume 6M:   0.000
Avg. price 1Y:   0.167
Avg. volume 1Y:   0.000
Volatility 1M:   284.70%
Volatility 6M:   281.93%
Volatility 1Y:   247.82%
Volatility 3Y:   -