Goldman Sachs Call 800 SWZCF 21.0.../  DE000GZ2FD23  /

EUWAX
2024-05-31  9:42:06 AM Chg.0.000 Bid10:00:38 PM Ask10:00:38 PM Underlying Strike price Expiration date Option type
0.001EUR 0.00% -
Bid Size: -
-
Ask Size: -
SwissCom AG 800.00 - 2024-06-21 Call
 

Master data

WKN: GZ2FD2
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SwissCom AG
Type: Warrant
Option type: Call
Strike price: 800.00 -
Maturity: 2024-06-21
Issue date: 2022-11-02
Last trading day: 2024-06-20
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 164.98
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 1.15
Historic volatility: 0.17
Parity: -30.34
Time value: 0.30
Break-even: 803.01
Moneyness: 0.62
Premium: 0.62
Premium p.a.: 0.00
Spread abs.: 0.30
Spread %: 30,000.00%
Delta: 0.06
Theta: -0.38
Omega: 9.39
Rho: 0.01
 

Quote data

Open: 0.001
High: 0.001
Low: 0.001
Previous Close: 0.001
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -75.00%
3 Months
  -95.00%
YTD
  -66.67%
1 Year
  -99.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.001 0.001
1M High / 1M Low: 0.010 0.001
6M High / 6M Low: 0.040 0.001
High (YTD): 2024-03-18 0.040
Low (YTD): 2024-05-31 0.001
52W High: 2023-06-06 0.320
52W Low: 2024-05-31 0.001
Avg. price 1W:   0.001
Avg. volume 1W:   0.000
Avg. price 1M:   0.002
Avg. volume 1M:   0.000
Avg. price 6M:   0.009
Avg. volume 6M:   0.000
Avg. price 1Y:   0.058
Avg. volume 1Y:   0.000
Volatility 1M:   1,453.77%
Volatility 6M:   1,119.11%
Volatility 1Y:   857.22%
Volatility 3Y:   -