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

EUWAX
2024-05-02  10:08:09 AM Chg.-0.002 Bid1:12:33 PM Ask1:12:33 PM Underlying Strike price Expiration date Option type
0.002EUR -50.00% 0.001
Bid Size: 10,000		 0.300
Ask Size: 3,000		 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: 167.93
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.71
Historic volatility: 0.17
Parity: -28.95
Time value: 0.30
Break-even: 803.04
Moneyness: 0.64
Premium: 0.57
Premium p.a.: 26.30
Spread abs.: 0.30
Spread %: 7,500.00%
Delta: 0.06
Theta: -0.16
Omega: 9.82
Rho: 0.04
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.004
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -80.00%
1 Month
  -90.00%
3 Months     0.00%
YTD
  -33.33%
1 Year
  -99.39%
3 Years     -
5 Years     -
1W High / 1W Low: 0.010 0.004
1M High / 1M Low: 0.030 0.004
6M High / 6M Low: 0.040 0.001
High (YTD): 2024-03-18 0.040
Low (YTD): 2024-01-29 0.001
52W High: 2023-05-03 0.340
52W Low: 2024-01-29 0.001
Avg. price 1W:   0.008
Avg. volume 1W:   0.000
Avg. price 1M:   0.017
Avg. volume 1M:   0.000
Avg. price 6M:   0.011
Avg. volume 6M:   0.000
Avg. price 1Y:   0.079
Avg. volume 1Y:   0.000
Volatility 1M:   414.04%
Volatility 6M:   1,047.16%
Volatility 1Y:   756.21%
Volatility 3Y:   -