Goldman Sachs Call 500 SLHN 20.09.2024
/ DE000GQ6DF44
Goldman Sachs Call 500 SLHN 20.09.../ DE000GQ6DF44 /
| 7/29/2024 10:57:37 AM |
Chg.+0.07 |
Bid2:27:09 PM |
Ask2:27:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.83EUR |
+3.98% |
1.83
Bid Size: 10,000 |
1.86
Ask Size: 5,000 |
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: |
|
- |
