Goldman Sachs Call 550 SLHN 20.09.2024
/ DE000GG19MR8
Goldman Sachs Call 550 SLHN 20.09.../ DE000GG19MR8 /
| 2024-07-25 10:46:55 AM |
Chg.- |
Bid10:00:37 PM |
Ask10:00:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.19EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SWISS LIFE HOLDING A... |
550.00 CHF |
2024-09-20 |
Call |
Master data
| WKN: |
GG19MR |
| Issuer: |
Goldman Sachs Bank Europe SE |
| Currency: |
EUR |
| Underlying: |
SWISS LIFE HOLDING AG N |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
550.00 CHF |
| Maturity: |
2024-09-20 |
| Issue date: |
2023-12-20 |
| Last trading day: |
2024-09-19 |
| Ratio: |
100:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.04 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.26 |
| Intrinsic value: |
1.22 |
| Implied volatility: |
0.54 |
| Historic volatility: |
0.19 |
| Parity: |
1.22 |
| Time value: |
0.16 |
| Break-even: |
711.23 |
| Moneyness: |
1.21 |
| Premium: |
0.02 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.05 |
| Spread %: |
3.76% |
| Delta: |
0.85 |
| Theta: |
-0.34 |
| Omega: |
4.30 |
| Rho: |
0.71 |
Quote data
| Open: |
1.19 |
| High: |
1.19 |
| Low: |
1.19 |
| Previous Close: |
1.30 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-6.30% |
| 1 Month |
|
|
+5.31% |
| 3 Months |
|
|
+70.00% |
| YTD |
|
|
+116.36% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.34 |
1.19 |
| 1M High / 1M Low: |
1.39 |
1.13 |
| 6M High / 6M Low: |
1.39 |
0.58 |
| High (YTD): |
2024-07-15 |
1.39 |
| Low (YTD): |
2024-01-19 |
0.53 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.28 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.26 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.97 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
75.94% |
| Volatility 6M: |
|
118.32% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
