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Goldman Sachs Put 400 SWZCF 21.06.../  DE000GZ36JL1  /

EUWAX
2024-06-04  9:32:36 AM Chg.- Bid10:00:44 PM Ask10:00:44 PM Underlying Strike price Expiration date Option type
0.002EUR - -
Bid Size: -		 -
Ask Size: -		 SwissCom AG 400.00 - 2024-06-21 Put
 

Master data

WKN: GZ36JL
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SwissCom AG
Type: Warrant
Option type: Put
Strike price: 400.00 -
Maturity: 2024-06-21
Issue date: 2022-11-15
Last trading day: 2024-06-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: -154.24
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.83
Historic volatility: 0.17
Parity: -1.09
Time value: 0.03
Break-even: 396.70
Moneyness: 0.79
Premium: 0.22
Premium p.a.: 71.28
Spread abs.: 0.03
Spread %: 1,000.00%
Delta: -0.07
Theta: -0.38
Omega: -11.55
Rho: -0.02
 

Quote data

Open: 0.002
High: 0.002
Low: 0.002
Previous Close: 0.002
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -50.00%
1 Month
  -60.00%
3 Months
  -88.89%
YTD
  -92.86%
1 Year
  -96.72%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.004 0.002
1M High / 1M Low: 0.006 0.002
6M High / 6M Low: 0.029 0.002
High (YTD): 2024-01-09 0.029
Low (YTD): 2024-06-04 0.002
52W High: 2023-06-08 0.070
52W Low: 2024-06-04 0.002
Avg. price 1W:   0.003
Avg. volume 1W:   0.000
Avg. price 1M:   0.004
Avg. volume 1M:   0.000
Avg. price 6M:   0.015
Avg. volume 6M:   0.000
Avg. price 1Y:   0.031
Avg. volume 1Y:   0.000
Volatility 1M:   244.88%
Volatility 6M:   228.37%
Volatility 1Y:   170.74%
Volatility 3Y:   -