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Goldman Sachs Call 500 SWZCF 21.0.../  DE000GZ2J0Y7  /

EUWAX
2024-05-31  10:00:58 AM Chg.+0.220 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.410EUR +115.79% -
Bid Size: -		 -
Ask Size: -		 SwissCom AG 500.00 - 2024-06-21 Call
 

Master data

WKN: GZ2J0Y
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SwissCom AG
Type: Warrant
Option type: Call
Strike price: 500.00 -
Maturity: 2024-06-21
Issue date: 2022-11-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 112.61
Leverage: Yes

Calculated values

Fair value: 0.69
Intrinsic value: 0.00
Implied volatility: 0.12
Historic volatility: 0.17
Parity: -0.34
Time value: 0.44
Break-even: 504.41
Moneyness: 0.99
Premium: 0.02
Premium p.a.: 0.31
Spread abs.: 0.20
Spread %: 82.99%
Delta: 0.44
Theta: -0.15
Omega: 49.40
Rho: 0.12
 

Quote data

Open: 0.410
High: 0.410
Low: 0.410
Previous Close: 0.190
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.81%
1 Month
  -77.35%
3 Months
  -74.85%
YTD
  -80.75%
1 Year
  -95.67%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.410 0.190
1M High / 1M Low: 1.230 0.190
6M High / 6M Low: 5.750 0.190
High (YTD): 2024-03-28 5.750
Low (YTD): 2024-05-30 0.190
52W High: 2023-06-01 9.460
52W Low: 2024-05-30 0.190
Avg. price 1W:   0.322
Avg. volume 1W:   0.000
Avg. price 1M:   0.765
Avg. volume 1M:   0.000
Avg. price 6M:   2.165
Avg. volume 6M:   0.000
Avg. price 1Y:   4.084
Avg. volume 1Y:   0.000
Volatility 1M:   490.21%
Volatility 6M:   295.17%
Volatility 1Y:   219.52%
Volatility 3Y:   -