Goldman Sachs Call 500 SLHN 20.09.2024
/ DE000GQ6DF44
Goldman Sachs Call 500 SLHN 20.09.../ DE000GQ6DF44 /
| 27/06/2024 12:42:43 |
Chg.+0.01 |
Bid18:01:30 |
Ask18:01:30 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.67EUR |
+0.60% |
1.69
Bid Size: 10,000 |
1.74
Ask Size: 10,000 |
SWISS LIFE HOLDING A... |
500.00 CHF |
20/09/2024 |
Call |
Master data
| WKN: |
GQ6DF4 |
| 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: |
20/09/2024 |
| Issue date: |
02/10/2023 |
| Last trading day: |
19/09/2024 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.01 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.60 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
0.49 |
| Historic volatility: |
0.20 |
| Parity: |
1.56 |
| Time value: |
0.13 |
| Break-even: |
690.66 |
| Moneyness: |
1.30 |
| Premium: |
0.02 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
3.05% |
| Delta: |
0.89 |
| Theta: |
-0.22 |
| Omega: |
3.58 |
| Rho: |
1.02 |
Quote data
| Open: |
1.67 |
| High: |
1.67 |
| Low: |
1.67 |
| Previous Close: |
1.66 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.45% |
| 1 Month |
|
|
+21.90% |
| 3 Months |
|
|
+23.70% |
| YTD |
|
|
+68.69% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.66 |
1.62 |
| 1M High / 1M Low: |
1.66 |
1.30 |
| 6M High / 6M Low: |
1.73 |
0.96 |
| High (YTD): |
13/03/2024 |
1.73 |
| Low (YTD): |
17/01/2024 |
0.97 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.64 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.46 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.34 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
55.80% |
| Volatility 6M: |
|
79.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
