OverviewChartNewsTraderScreen

Goldman Sachs Call 600 SWZCF 21.0.../  DE000GZ2FD15  /

EUWAX
2024-05-16  9:06:28 AM Chg.+0.005 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.030EUR +20.00% -
Bid Size: -		 -
Ask Size: -		 SwissCom AG 600.00 - 2024-06-21 Call
 

Master data

WKN: GZ2FD1
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SwissCom AG
Type: Warrant
Option type: Call
Strike price: 600.00 -
Maturity: 2024-06-21
Issue date: 2022-11-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 225.44
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.17
Parity: -9.05
Time value: 0.23
Break-even: 602.26
Moneyness: 0.85
Premium: 0.18
Premium p.a.: 4.45
Spread abs.: 0.20
Spread %: 769.23%
Delta: 0.09
Theta: -0.13
Omega: 19.95
Rho: 0.04
 

Quote data

Open: 0.030
High: 0.030
Low: 0.030
Previous Close: 0.025
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -25.00%
1 Month
  -70.00%
3 Months
  -72.73%
YTD
  -76.92%
1 Year
  -99.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.040 0.025
1M High / 1M Low: 0.100 0.025
6M High / 6M Low: 0.240 0.025
High (YTD): 2024-03-26 0.240
Low (YTD): 2024-05-15 0.025
52W High: 2023-05-16 3.790
52W Low: 2024-05-15 0.025
Avg. price 1W:   0.029
Avg. volume 1W:   0.000
Avg. price 1M:   0.060
Avg. volume 1M:   0.000
Avg. price 6M:   0.121
Avg. volume 6M:   0.000
Avg. price 1Y:   0.657
Avg. volume 1Y:   0.000
Volatility 1M:   438.25%
Volatility 6M:   345.39%
Volatility 1Y:   269.37%
Volatility 3Y:   -