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

EUWAX
9/26/2024  10:49:07 AM Chg.+0.03 Bid10:00:24 PM Ask10:00:24 PM Underlying Strike price Expiration date Option type
2.35EUR +1.29% -
Bid Size: -
-
Ask Size: -
SWISS LIFE HOLDING A... 500.00 CHF 12/19/2025 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: 12/19/2025
Issue date: 1/5/2024
Last trading day: 12/18/2025
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.18
Leverage: Yes

Calculated values

Fair value: 2.43
Intrinsic value: 2.20
Implied volatility: -
Historic volatility: 0.19
Parity: 2.20
Time value: 0.15
Break-even: 763.14
Moneyness: 1.42
Premium: 0.02
Premium p.a.: 0.02
Spread abs.: 0.05
Spread %: 2.17%
Delta: -
Theta: -
Omega: -
Rho: -
 

Quote data

Open: 2.35
High: 2.35
Low: 2.35
Previous Close: 2.32
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.07%
1 Month  
+19.90%
3 Months  
+32.02%
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.35 2.22
1M High / 1M Low: 2.35 1.96
6M High / 6M Low: 2.35 1.10
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.29
Avg. volume 1W:   0.00
Avg. price 1M:   2.17
Avg. volume 1M:   0.00
Avg. price 6M:   1.70
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   39.74%
Volatility 6M:   63.93%
Volatility 1Y:   -
Volatility 3Y:   -