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

EUWAX
2024-05-16  9:31:57 AM Chg.-0.18 Bid4:43:34 PM Ask4:43:34 PM Underlying Strike price Expiration date Option type
0.95EUR -15.93% 0.96
Bid Size: 10,000		 1.01
Ask Size: 10,000		 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: 41.76
Leverage: Yes

Calculated values

Fair value: 1.72
Intrinsic value: 0.95
Implied volatility: 0.07
Historic volatility: 0.17
Parity: 0.95
Time value: 0.27
Break-even: 512.20
Moneyness: 1.02
Premium: 0.01
Premium p.a.: 0.06
Spread abs.: 0.15
Spread %: 14.02%
Delta: 0.86
Theta: -0.08
Omega: 35.78
Rho: 0.42
 

Quote data

Open: 0.95
High: 0.95
Low: 0.95
Previous Close: 1.13
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.95%
1 Month
  -60.08%
3 Months
  -47.80%
YTD
  -55.40%
1 Year
  -91.70%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.23 1.08
1M High / 1M Low: 2.87 0.83
6M High / 6M Low: 5.75 0.83
High (YTD): 2024-03-28 5.75
Low (YTD): 2024-05-02 0.83
52W High: 2023-05-16 11.44
52W Low: 2024-05-02 0.83
Avg. price 1W:   1.13
Avg. volume 1W:   0.00
Avg. price 1M:   1.68
Avg. volume 1M:   0.00
Avg. price 6M:   2.36
Avg. volume 6M:   0.00
Avg. price 1Y:   4.48
Avg. volume 1Y:   0.00
Volatility 1M:   266.87%
Volatility 6M:   230.21%
Volatility 1Y:   175.96%
Volatility 3Y:   -