Goldman Sachs Call 1000 SLHN 20.0.../  DE000GQ8K1Q1  /

EUWAX
2024-07-26  9:46:27 AM Chg.+0.001 Bid10:00:37 PM Ask10:00:37 PM Underlying Strike price Expiration date Option type
0.015EUR +7.14% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 1,000.00 CHF 2025-06-20 Call
 

Master data

WKN: GQ8K1Q
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 1,000.00 CHF
Maturity: 2025-06-20
Issue date: 2023-11-07
Last trading day: 2025-06-19
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 106.74
Leverage: Yes

Calculated values

Fair value: 0.01
Intrinsic value: 0.00
Implied volatility: 0.27
Historic volatility: 0.19
Parity: -3.49
Time value: 0.07
Break-even: 1,048.90
Moneyness: 0.67
Premium: 0.51
Premium p.a.: 0.58
Spread abs.: 0.05
Spread %: 364.29%
Delta: 0.09
Theta: -0.05
Omega: 9.43
Rho: 0.49
 

Quote data

Open: 0.015
High: 0.015
Low: 0.015
Previous Close: 0.014
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -11.76%
1 Month  
+15.38%
3 Months  
+66.67%
YTD
  -28.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.015 0.013
1M High / 1M Low: 0.027 0.013
6M High / 6M Low: 0.027 0.007
High (YTD): 2024-07-15 0.027
Low (YTD): 2024-05-06 0.007
52W High: - -
52W Low: - -
Avg. price 1W:   0.014
Avg. volume 1W:   0.000
Avg. price 1M:   0.016
Avg. volume 1M:   0.000
Avg. price 6M:   0.017
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   271.30%
Volatility 6M:   232.55%
Volatility 1Y:   -
Volatility 3Y:   -