Goldman Sachs Call 500 SLHN 20.09.2024
/ DE000GQ6DF44
Goldman Sachs Call 500 SLHN 20.09.../ DE000GQ6DF44 /
16/08/2024 09:50:14 |
Chg.+0.05 |
Bid22:00:28 |
Ask22:00:28 |
Underlying |
Strike price |
Expiration date |
Option type |
1.79EUR |
+2.87% |
- Bid Size: - |
- Ask Size: - |
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: |
3.77 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.77 |
Intrinsic value: |
1.75 |
Implied volatility: |
0.80 |
Historic volatility: |
0.19 |
Parity: |
1.75 |
Time value: |
0.10 |
Break-even: |
708.41 |
Moneyness: |
1.33 |
Premium: |
0.01 |
Premium p.a.: |
0.17 |
Spread abs.: |
0.08 |
Spread %: |
4.52% |
Delta: |
0.91 |
Theta: |
-0.47 |
Omega: |
3.42 |
Rho: |
0.42 |
Quote data
Open: |
1.79 |
High: |
1.79 |
Low: |
1.79 |
Previous Close: |
1.74 |
Turnover: |
0.00 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+9.82% |
1 Month |
|
|
+2.29% |
3 Months |
|
|
+30.66% |
YTD |
|
|
+80.81% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.79 |
1.64 |
1M High / 1M Low: |
1.85 |
1.35 |
6M High / 6M Low: |
1.87 |
1.08 |
High (YTD): |
11/07/2024 |
1.87 |
Low (YTD): |
17/01/2024 |
0.97 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.71 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.70 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
1.51 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.32% |
Volatility 6M: |
|
82.49% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |