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Goldman Sachs Call 700 SWZCF 21.0.../  DE000GZ2J4L6  /

EUWAX
2024-05-02  10:27:16 AM Chg.0.000 Bid10:47:17 AM Ask10:47:17 AM Underlying Strike price Expiration date Option type
0.010EUR 0.00% 0.010
Bid Size: 10,000		 0.310
Ask Size: 3,000		 SwissCom AG 700.00 - 2024-06-21 Call
 

Master data

WKN: GZ2J4L
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SwissCom AG
Type: Warrant
Option type: Call
Strike price: 700.00 -
Maturity: 2024-06-21
Issue date: 2022-11-03
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 239.67
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.50
Historic volatility: 0.17
Parity: -18.95
Time value: 0.21
Break-even: 702.13
Moneyness: 0.73
Premium: 0.38
Premium p.a.: 9.24
Spread abs.: 0.20
Spread %: 1,538.46%
Delta: 0.06
Theta: -0.11
Omega: 13.57
Rho: 0.04
 

Quote data

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

Performance

1 Week     0.00%
1 Month
  -75.00%
3 Months     0.00%
YTD     0.00%
1 Year
  -99.17%
3 Years     -
5 Years     -
1W High / 1W Low: 0.020 0.010
1M High / 1M Low: 0.060 0.010
6M High / 6M Low: 0.070 0.008
High (YTD): 2024-03-18 0.070
Low (YTD): 2024-02-01 0.008
52W High: 2023-05-03 1.230
52W Low: 2024-02-01 0.008
Avg. price 1W:   0.015
Avg. volume 1W:   0.000
Avg. price 1M:   0.032
Avg. volume 1M:   0.000
Avg. price 6M:   0.023
Avg. volume 6M:   0.000
Avg. price 1Y:   0.182
Avg. volume 1Y:   0.000
Volatility 1M:   552.58%
Volatility 6M:   601.10%
Volatility 1Y:   441.57%
Volatility 3Y:   -