Goldman Sachs Call 500 SLHN 19.12.../  DE000GG1SU02  /

EUWAX
2024-07-26  10:19:44 AM Chg.+0.07 Bid10:00:36 PM Ask10:00:36 PM Underlying Strike price Expiration date Option type
1.84EUR +3.95% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 500.00 CHF 2025-12-19 Call
 

Master data

WKN: GG1SU0
Issuer: Goldman Sachs Bank Europe SE
Currency: EUR
Underlying: SWISS LIFE HOLDING AG N
Type: Warrant
Option type: Call
Strike price: 500.00 CHF
Maturity: 2025-12-19
Issue date: 2024-01-05
Last trading day: 2025-12-18
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.61
Leverage: Yes

Calculated values

Fair value: 2.02
Intrinsic value: 1.73
Implied volatility: -
Historic volatility: 0.19
Parity: 1.73
Time value: 0.19
Break-even: 713.20
Moneyness: 1.33
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.10
Spread %: 5.49%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.84
High: 1.84
Low: 1.84
Previous Close: 1.77
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.54%
1 Month  
+3.37%
3 Months  
+53.33%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.92 1.77
1M High / 1M Low: 1.95 1.68
6M High / 6M Low: 1.95 1.10
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.86
Avg. volume 1W:   0.00
Avg. price 1M:   1.85
Avg. volume 1M:   0.00
Avg. price 6M:   1.52
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.82%
Volatility 6M:   74.28%
Volatility 1Y:   -
Volatility 3Y:   -