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

EUWAX
2024-06-28  10:33:11 AM Chg.0.000 Bid10:00:42 PM Ask10:00:42 PM Underlying Strike price Expiration date Option type
0.007EUR 0.00% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 1,000.00 CHF 2025-03-21 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: 2025-03-21
Issue date: 2024-03-21
Last trading day: 2025-03-20
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 117.52
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.30
Historic volatility: 0.20
Parity: -3.57
Time value: 0.06
Break-even: 1,044.59
Moneyness: 0.66
Premium: 0.53
Premium p.a.: 0.80
Spread abs.: 0.05
Spread %: 728.57%
Delta: 0.08
Theta: -0.05
Omega: 9.44
Rho: 0.36
 

Quote data

Open: 0.007
High: 0.007
Low: 0.007
Previous Close: 0.007
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -41.67%
1 Month     0.00%
3 Months
  -30.00%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.008 0.006
1M High / 1M Low: 0.015 0.006
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.007
Avg. volume 1W:   0.000
Avg. price 1M:   0.011
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   261.26%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -