Goldman Sachs Call 500 SWGAF 20.1.../  DE000GZ70BQ6  /

EUWAX
2024-05-24  9:18:53 AM Chg.0.000 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.010EUR 0.00% -
Bid Size: -
-
Ask Size: -
Swatch Group AG 500.00 - 2024-12-20 Call
 

Master data

WKN: GZ70BQ
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: Swatch Group AG
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 2024-12-20
Issue date: 2023-01-16
Last trading day: 2024-12-19
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 168.29
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.61
Historic volatility: 0.27
Parity: -30.82
Time value: 0.11
Break-even: 501.14
Moneyness: 0.38
Premium: 1.61
Premium p.a.: 4.35
Spread abs.: 0.10
Spread %: 714.29%
Delta: 0.04
Theta: -0.02
Omega: 6.30
Rho: 0.03
 

Quote data

Open: 0.010
High: 0.010
Low: 0.010
Previous Close: 0.010
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month     0.00%
3 Months
  -50.00%
YTD
  -83.33%
1 Year
  -95.24%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.020 0.010
1M High / 1M Low: 0.020 0.010
6M High / 6M Low: 0.120 0.006
High (YTD): 2024-01-03 0.060
Low (YTD): 2024-03-27 0.006
52W High: 2023-05-30 0.230
52W Low: 2024-03-27 0.006
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.012
Avg. volume 1M:   0.000
Avg. price 6M:   0.033
Avg. volume 6M:   0.000
Avg. price 1Y:   0.071
Avg. volume 1Y:   0.000
Volatility 1M:   405.05%
Volatility 6M:   387.62%
Volatility 1Y:   311.46%
Volatility 3Y:   -