Goldman Sachs Call 500 SLHN 20.09.../  DE000GQ6DF44  /

EUWAX
7/29/2024  10:57:37 AM Chg.+0.07 Bid5:42:09 PM Ask5:42:09 PM Underlying Strike price Expiration date Option type
1.83EUR +3.98% 1.79
Bid Size: 10,000
1.84
Ask Size: 10,000
SWISS LIFE HOLDING A... 500.00 CHF 9/20/2024 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: 9/20/2024
Issue date: 10/2/2023
Last trading day: 9/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 3.77
Leverage: Yes

Calculated values

Fair value: 1.74
Intrinsic value: 1.72
Implied volatility: 0.67
Historic volatility: 0.19
Parity: 1.72
Time value: 0.12
Break-even: 705.20
Moneyness: 1.33
Premium: 0.02
Premium p.a.: 0.13
Spread abs.: 0.10
Spread %: 5.75%
Delta: 0.90
Theta: -0.34
Omega: 3.38
Rho: 0.64
 

Quote data

Open: 1.83
High: 1.83
Low: 1.83
Previous Close: 1.76
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+6.40%
3 Months  
+44.09%
YTD  
+84.85%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.84 1.68
1M High / 1M Low: 1.87 1.57
6M High / 6M Low: 1.87 1.08
High (YTD): 7/11/2024 1.87
Low (YTD): 1/17/2024 0.97
52W High: - -
52W Low: - -
Avg. price 1W:   1.78
Avg. volume 1W:   0.00
Avg. price 1M:   1.77
Avg. volume 1M:   0.00
Avg. price 6M:   1.47
Avg. volume 6M:   0.00
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   62.07%
Volatility 6M:   76.71%
Volatility 1Y:   -
Volatility 3Y:   -