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Goldman Sachs Call 1000 SLHN 21.0.../  DE000GG5HV75  /

EUWAX
10/7/2024  10:21:47 AM Chg.-0.001 Bid3:31:39 PM Ask3:31:39 PM Underlying Strike price Expiration date Option type
0.005EUR -16.67% 0.006
Bid Size: 30,000		 0.026
Ask Size: 30,000		 SWISS LIFE HOLDING A... 1,000.00 CHF 3/21/2025 Call
 

Master data

WKN: GG5HV7
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: 3/21/2025
Issue date: 3/21/2024
Last trading day: 3/20/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 129.16
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.34
Historic volatility: 0.19
Parity: -3.25
Time value: 0.06
Break-even: 1,067.30
Moneyness: 0.69
Premium: 0.45
Premium p.a.: 1.27
Spread abs.: 0.05
Spread %: 714.29%
Delta: 0.08
Theta: -0.08
Omega: 10.41
Rho: 0.24
 

Quote data

Open: 0.005
High: 0.005
Low: 0.005
Previous Close: 0.006
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -16.67%
1 Month
  -44.44%
3 Months
  -37.50%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.006 0.006
1M High / 1M Low: 0.010 0.006
6M High / 6M Low: 0.015 0.005
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.006
Avg. volume 1W:   0.000
Avg. price 1M:   0.008
Avg. volume 1M:   0.000
Avg. price 6M:   0.009
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   191.87%
Volatility 6M:   212.97%
Volatility 1Y:   -
Volatility 3Y:   -