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

EUWAX
04/07/2024  10:08:48 Chg.- Bid22:00:39 Ask22:00:39 Underlying Strike price Expiration date Option type
1.76EUR - -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 500.00 CHF 19/12/2025 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: 19/12/2025
Issue date: 05/01/2024
Last trading day: 18/12/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.75
Leverage: Yes

Calculated values

Fair value: 1.91
Intrinsic value: 1.59
Implied volatility: -
Historic volatility: 0.20
Parity: 1.59
Time value: 0.21
Break-even: 694.95
Moneyness: 1.31
Premium: 0.03
Premium p.a.: 0.02
Spread abs.: 0.05
Spread %: 2.86%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 1.76
High: 1.76
Low: 1.76
Previous Close: 1.68
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.12%
1 Month  
+12.10%
3 Months  
+46.67%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.83 1.68
1M High / 1M Low: 1.83 1.54
6M High / 6M Low: 1.83 1.00
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   1.76
Avg. volume 1W:   0.00
Avg. price 1M:   1.68
Avg. volume 1M:   0.00
Avg. price 6M:   1.42
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   44.94%
Volatility 6M:   77.03%
Volatility 1Y:   -
Volatility 3Y:   -